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Ordering of Covariance Matrice

Published online by Cambridge University Press:  11 February 2009

Nunzio Cappuccio  and
Diego Lubian
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Type
Solutions
Information
Econometric Theory , Volume 12 , Issue 4 , October 1996 , pp. 746 - 748
Copyright
Copyright © Cambridge University Press 1996

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References

REFERENCES

Bekker, P.A. & Neudecker, H. (1989) Albert's theorem applied to problems of efficiency and MSE superiority. Statistica Neerlandica 43, 157–167.CrossRefGoogle Scholar
Horn, R.A. & Johnson, C.R. (1985) Matrix Analysis. Cambridge: Cambridge University Press.CrossRefGoogle Scholar
Horn, R.A. & Johnson, C.R. (1991) Topics in Matrix Analysis. Cambridge: Cambridge University Press.CrossRefGoogle Scholar