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Some Useful Matrix Lemmas in Statistical Estimation Theory*

Published online by Cambridge University Press:  20 November 2018

George C. Tiao  and
Irwin Guttman
George C. Tiao
Affiliation:
University of Wisconsin
Irwin Guttman
Affiliation:
University of Wisconsin
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In this note, we present two matrix lemmas (one without proof) which have interesting applications in statistical estimation theory.

LEMMA 1. Let A be a k X k positive definite matrix. Then for any k X 1 vector c, we have that

1.

Type
Research Article
Information
Canadian Mathematical Bulletin , Volume 7 , Issue 2 , June 1964 , pp. 297 - 300
Copyright
Copyright © Canadian Mathematical Society 1964

References

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