Geodesic
Some Useful Matrix Lemmas in Statistical Estimation Theory*
Canadian mathematical bulletin, Tome 7 (1964) no. 2, pp. 297-300

Voir la notice de l'article provenant de la source Cambridge University Press

In this note, we present two matrix lemmas (one without proof) which haveinteresting applications in statistical estimation theory. LEMMA 1. Let A be a k X k positive definite matrix. Then for any k X 1vector c, we have that 1 . 
Tiao, George C.; Guttman, Irwin. Some Useful Matrix Lemmas in Statistical Estimation Theory*. Canadian mathematical bulletin, Tome 7 (1964) no. 2, pp. 297-300. doi: 10.4153/CMB-1964-029-7
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