More on Concavity of a Matrix Function
Copyright policy )More on Concavity of a Matrix Function
This paper generalizes a well-known result in statistical literature. The mapping \(A\mapsto (K'A^+K)^+\) is shown to be matrix concave and isotone when \(A\) varies over the set of symmetric nonnegative definite matrices whose range is invariant with respect to \(KK'\). In this paper, Section 2 contains the results and Section 3 is an application.
linear model, Generalized linear models (logistic models), Vector spaces, linear dependence, rank, lineability, Matrices over function rings in one or more variables, matrix-concave function, Theory of matrix inversion and generalized inverses, Löwner partial ordering, generalized inverse
linear model, Generalized linear models (logistic models), Vector spaces, linear dependence, rank, lineability, Matrices over function rings in one or more variables, matrix-concave function, Theory of matrix inversion and generalized inverses, Löwner partial ordering, generalized inverse
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