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Some Useful Matrix Lemmas in Statistical Estimation Theory*
Published online by Cambridge University Press: 20 November 2018
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In this note, we present two matrix lemmas (one without proof) which have interesting applications in statistical estimation theory.
LEMMA 1. Let A be a k X k positive definite matrix. Then for any k X 1 vector c, we have that
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- Copyright © Canadian Mathematical Society 1964
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