Construction,properties and statistical applications of positive definite intraclass matrix |
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| Authors: | Saran Ishika Maiti |
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| Institution: | 1. Department of Statistics , Visva-Bharati University , Santiniketan, West Bengal – 731235, India saran.ishika@gmail.com |
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| Abstract: | Given a positive definite (p.d.) matrix with real entries, it is possible to construct a p.d. intraclass matrix whose diagonal and off-diagonal elements are chosen as the averages of the diagonal elements and off-diagonal elements of the former matrix. Exploiting the very special structure of the latter matrix various interesting propositions are established. Statistical applications of such matrices are surveyed. |
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| Keywords: | positive definite matrix intraclass matrix trace norm eigenvalue ill-conditioned matrix |
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