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A Cauchy-Schwarz inequality for expectation of matrices

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Abstract

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

Suggested Citation

  • Pascal Lavergne, 2008. "A Cauchy-Schwarz inequality for expectation of matrices," Discussion Papers dp08-07, Department of Economics, Simon Fraser University.
    • Handle: RePEc:sfu:sfudps:dp08-07
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    File URL: http://www.sfu.ca/repec-econ/sfu/sfudps/dp08-07.pdf
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    Cited by:

    1. Daniel Becker & Alois Kneip & Valentin Patilea, 2021. "Semiparametric inference for partially linear regressions with Box-Cox transformation," Papers 2106.10723, arXiv.org.
    2. Sherwood, Ben, 2016. "Variable selection for additive partial linear quantile regression with missing covariates," Journal of Multivariate Analysis, Elsevier, vol. 152(C), pages 206-223.

    More about this item

    Keywords

    Cauchy-Schwarz inequality;

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General

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