Publications
J. Dauxois, Y. Romain and S. Viguier-Pla
Tensor Products and Statistics.
Linear Algebra and its Applications
ISSN: 0024-3795/94
- Classification
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- Keywords
tensor product, Kronecker product, covariance
operators, covariance matrices, asymptotic theory, multivariate
analysis
Abstract : A dictionary between operator-based and matrix-based
languages
in multivariate statistical analysis is proposed. Then this formulary is
applied to asymptotic factorial analyses, especially for giving asymptotic
covariance matrices and operators in an explicit form. Finally,
we present the mathematical foundations on which are based the
functional tools, i.e. tensor products of linear spaces, of vectors,
and of operators.