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

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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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     author = {Tiao, George C. and Guttman, Irwin},
     title = {Some {Useful} {Matrix} {Lemmas} in {Statistical} {Estimation} {Theory*}},
     journal = {Canadian mathematical bulletin},
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     year = {1964},
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     doi = {10.4153/CMB-1964-029-7},
     url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1964-029-7/}
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