International audienceWe consider the covariance matrix of the multinomial distribution. We suggest a new derivation of inequalites for the eigenvalues of this matrix using a classical result on the product of two positive semi-definite matrices
Multivariate eigenvalue problems for symmetric and positive de nite matrices arise from multivariate...
We propose a nonparametric procedure to test the hypothesis that the j-th largest eigenvalues of a c...
The original publication is available at www.springerlink.comFor two Hermitian matrices A and B, at ...
AbstractWe consider the covariance matrix of the multinomial distribution. We suggest a new derivati...
The purpose of this paper is to locate and estimate the eigenvalues of stochastic matrices. We prese...
AbstractNew inequalities for eigenvalues of matrices are obtained. They make Schur's and Brown's the...
AbstractWe study the eigenvalues of positive semidefinite matrix power products and obtain some ineq...
This article is devoted to establish analogous results for a class m of non-negative symmetric matri...
Estimation of eigenvalues, multivariate F-distribution, covariance matrix, orthogonally invariant es...
We present a family of eigenvalue inequalities for the product of a Hermitian matrix and a positive-...
AbstractMotivated by models from stochastic population biology and statistical mechanics, we proved ...
Given two n-by-n complex matrices, one is Hermitian and one is positive semidefinite, all of the n e...
The distributions of the eigenvalues or functions of the elgenvalues of random matrices are very use...
<p>(A) Eigenvalue distribution of an example population covariance matrix () computed from the van ...
Three methods for estimating the eigenvalues of the parameter covariance matrix in a Wishart distrib...
Multivariate eigenvalue problems for symmetric and positive de nite matrices arise from multivariate...
We propose a nonparametric procedure to test the hypothesis that the j-th largest eigenvalues of a c...
The original publication is available at www.springerlink.comFor two Hermitian matrices A and B, at ...
AbstractWe consider the covariance matrix of the multinomial distribution. We suggest a new derivati...
The purpose of this paper is to locate and estimate the eigenvalues of stochastic matrices. We prese...
AbstractNew inequalities for eigenvalues of matrices are obtained. They make Schur's and Brown's the...
AbstractWe study the eigenvalues of positive semidefinite matrix power products and obtain some ineq...
This article is devoted to establish analogous results for a class m of non-negative symmetric matri...
Estimation of eigenvalues, multivariate F-distribution, covariance matrix, orthogonally invariant es...
We present a family of eigenvalue inequalities for the product of a Hermitian matrix and a positive-...
AbstractMotivated by models from stochastic population biology and statistical mechanics, we proved ...
Given two n-by-n complex matrices, one is Hermitian and one is positive semidefinite, all of the n e...
The distributions of the eigenvalues or functions of the elgenvalues of random matrices are very use...
<p>(A) Eigenvalue distribution of an example population covariance matrix () computed from the van ...
Three methods for estimating the eigenvalues of the parameter covariance matrix in a Wishart distrib...
Multivariate eigenvalue problems for symmetric and positive de nite matrices arise from multivariate...
We propose a nonparametric procedure to test the hypothesis that the j-th largest eigenvalues of a c...
The original publication is available at www.springerlink.comFor two Hermitian matrices A and B, at ...
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