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
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
Journal title :
Linear Algebra and its Applications
