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

SN - 0266-4666

VL - 11

SP - 669

EP - 670

JO - Econometric Theory

JF - Econometric Theory

IS - 3

ER -