A Kronecker Matrix Inequality with a Statistical Application

Heinz Neudecker, Albert Satorra, Götz Trenkler, Shuangzhe LIU

Research output: Contribution to journalArticle

4 Citations (Scopus)

Abstract

Solutions. An elegant and short solution to the original problem was proposed by Heinz Neudecker and Albert Satorra, the posers of the problem. Independently, Götz Trenkler proposed a solution that shows that the problem could be modified into an "if and only if" statement. Finally, Heinze Neudecker and Shuangzhe Liu, who saw Trenkler's solution, also proposed an elegant and short solution about the necessity of the condition. All three solutions are published below.
Original languageEnglish
Pages (from-to)654-655
Number of pages2
JournalEconometric Theory
Volume11
Issue number3
DOIs
Publication statusPublished - 1 Jan 1995
Externally publishedYes

Cite this

Neudecker, Heinz ; Satorra, Albert ; Trenkler, Götz ; LIU, Shuangzhe. / A Kronecker Matrix Inequality with a Statistical Application. In: Econometric Theory. 1995 ; Vol. 11, No. 3. pp. 654-655.
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A Kronecker Matrix Inequality with a Statistical Application. / Neudecker, Heinz; Satorra, Albert; Trenkler, Götz; LIU, Shuangzhe.

In: Econometric Theory, Vol. 11, No. 3, 01.01.1995, p. 654-655.

Research output: Contribution to journalArticle

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