Abstract
Usually in statistics, in particular in estimation theory, a quadratic expression has to be minimized subject to some constraints. This can of course be done by calculus methods. However, if the arguments of the quadratic form are itself matrices, this method becomes very cumbersome and requires a lot of indices. Therefore another method, the use of quasiinner products is more often used in statistical literature. An example is the forthcoming monograph by J. Kleffe and C.R. Rao on variance component estimation.
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© 1987 Springer Science+Business Media Dordrecht
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Drygas, H. (1987). Quasi-Inner Products and Their Applications. In: Gupta, A.K. (eds) Advances in Multivariate Statistical Analysis. Theory and Decision Library, vol 5. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-0653-7_2
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DOI: https://doi.org/10.1007/978-94-017-0653-7_2
Publisher Name: Springer, Dordrecht
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