TY - JOUR
T1 - Matrix Trace Inequalities Involving Simple, Kronecker, and Hadamard Product
AU - Neudecker, Heinz
AU - LIU, Shuangzhe
PY - 1995/1/1
Y1 - 1995/1/1
N2 - Solution, proposed by Heinz Neudecker and Shuangzhe Liu. Let Xg(N) be the largest eigenvalue of N. We use the relationships (a) tr(A 0 B) = trAtrB, and (b) N (Q) L = Jp (N 0 L)Jp, where N and L are p x p matrices, and the selection matrix Jp with property JpJp = Ip, as defined in Amemiya (1985), Kollo and Neudecker (1993), and Neudecker (1993).
AB - Solution, proposed by Heinz Neudecker and Shuangzhe Liu. Let Xg(N) be the largest eigenvalue of N. We use the relationships (a) tr(A 0 B) = trAtrB, and (b) N (Q) L = Jp (N 0 L)Jp, where N and L are p x p matrices, and the selection matrix Jp with property JpJp = Ip, as defined in Amemiya (1985), Kollo and Neudecker (1993), and Neudecker (1993).
UR - http://www.scopus.com/inward/record.url?scp=84972343680&partnerID=8YFLogxK
U2 - 10.1017/S026646660000966X
DO - 10.1017/S026646660000966X
M3 - Article
AN - SCOPUS:84972343680
VL - 11
SP - 669
EP - 670
JO - Econometric Theory
JF - Econometric Theory
SN - 0266-4666
IS - 3
ER -