Title of article
A multivariate version of Samuelson’s inequality
Author/Authors
Gotz Trenkler، نويسنده , , Simo Puntanen، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
7
From page
143
To page
149
Abstract
According to Samuelson’s inequality, the deviation of any particular observation from the mean is bounded by a multiple of standard deviation. In this paper we consider some properties of a multivariate extension of this result.
Keywords
MAHALANOBIS DISTANCE , Matrix inequalities , Samplemean , Sample variance , covariance matrix , Orthogonal projector
Journal title
Linear Algebra and its Applications
Serial Year
2005
Journal title
Linear Algebra and its Applications
Record number
824986
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