Matrix results on the Khatri-Rao and Tracy-Singh products

被引：62
|
作者：
Liu, SZ [1 ]
机构：
[1] Univ Basel, Inst Stat & Econometr, CH-4051 Basel, Switzerland
来源：
LINEAR ALGEBRA AND ITS APPLICATIONS | 1999年 / 289卷 / 1-3期
关键词：
Hadamard product; Kronecker product; Khatri-Rao product; Tracy-Singh product; Albert's theorem; Moore-Penrose inverse; matrix inequality;
D O I：
10.1016/S0024-3795(98)10209-4
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We establish a connection between the Khatri-Rao and Tracy-Singh products introduced by Khatri and Rao (C.G. Khatri, C.R. Rao, Sankhya 30 (1968) 167-180) and Tracy and Singh (D.S. Tracy, R.P. Singh, Statistica Neerlandica 26 (1972) 143-157), respectively, and present further results including matrix equalities and inequalities involving the two products. Also, we give two statistical applications. (C) 1999 Elsevier Science Inc. All rights reserved. AMS classification: 15A45; 15A69; 62J05.
引用
收藏
页码：267 / 277
页数：11
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