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A simple proof and refinement of Wielandt's eigenvalue inequality

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  • Dümbgen, Lutz

Abstract

Wielandt (1967) proved an eigenvalue inequality for partitioned symmetric matrices, which turned out to be very useful in statistical applications. A simple proof yielding sharp bounds is given.

Suggested Citation

  • Dümbgen, Lutz, 1995. "A simple proof and refinement of Wielandt's eigenvalue inequality," Statistics & Probability Letters, Elsevier, vol. 25(2), pages 113-115, November.
    • Handle: RePEc:eee:stapro:v:25:y:1995:i:2:p:113-115
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    References listed on IDEAS

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    1. Eaton, M. L. & Tyler, D., 1994. "The Asymptotic Distribution of Singular-Values with Applications to Canonical Correlations and Correspondence Analysis," Journal of Multivariate Analysis, Elsevier, vol. 50(2), pages 238-264, August.
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