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August 2006 The Trigonometry of Matrix Statistics
Karl Gustafson
Internat. Statist. Rev. 74(2): 187-202 (August 2006).

Abstract

A matrix trigonometry developed chiefly by this author during the past 40 years has interesting applications to certain situations in statistics. The key conceptual entity in this matrix trigonometry is the matrix (maximal) turning angle. Associated entities (originally so-named by this author) are the matrix antieigenvalues and corresponding antieigenvectors upon which the matrix obtains its critical turning angles. Because this trigonometry is the natural one for linear operators and matrices, it also is the natural one for matrix statistics.

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Karl Gustafson. "The Trigonometry of Matrix Statistics." Internat. Statist. Rev. 74 (2) 187 - 202, August 2006.

Information

Published: August 2006
First available in Project Euclid: 24 July 2006

MathSciNet: MR2240293

Keywords: Antieigenvalue , Antieigenvector , Canonical correlation , Operator trigonometry , Parameter estimation , Rayleigh-Ritz theory , Watson statistical efficiency

Rights: Copyright © 2006 International Statistical Institute

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Vol.74 • No. 2 • August 2006
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