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A Cauchy-Schwarz inequality for expectation of matrices

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Author Info
Pascal Lavergne () (Simon Fraser University)

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Abstract

A generalization of the Cauchy-Schwarz inequality for expectations of matrices is proved.

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File URL: http://www.econ.sfu.ca/research/RePEc/sfu/sfudps/dp08-07.pdf
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Publisher Info
Paper provided by Department of Economics, Simon Fraser University in its series Discussion Papers with number dp08-07.

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Length: 5
Date of creation: Nov 2008
Date of revision:
Handle: RePEc:sfu:sfudps:dp08-07

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Postal: Department of Economics, Simon Fraser University, 8888 University Drive, Burnaby, BC, V5A 1S6, Canada
Phone: (778)782-3508
Fax: (778)782-5944
Web page: http://www.econ.sfu.ca/
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Related research
Keywords: Cauchy-Schwarz inequality;

Find related papers by JEL classification:
C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General

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