Abstract
In this chapter, a variety of matrix trace versions of the Kantorovich-type inequalities are collected. Some relevant matrix and determinant inequalities are also included. Their mathematical and statistical applications are studied. In the mathematical applications, some known results are used to derive new inequalities involving the Hadamard product, and to propose conjectures. In the statistical applications, new criteria for efficiency comparisons in the linear model are introduced. Examples, illustrated by figures, are used to examine upper bounds for known and new criteria.
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Liu, S. (2000). On Matrix Trace Kantorovich-type Inequalities. In: Heijmans, R.D.H., Pollock, D.S.G., Satorra, A. (eds) Innovations in Multivariate Statistical Analysis. Advanced Studies in Theoretical and Applied Econometrics, vol 36. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-4603-0_2
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DOI: https://doi.org/10.1007/978-1-4615-4603-0_2
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