Trace inequalities for matrix products and trace bounds for the solution of the algebraic Riccati equations.

Liu, Jianzhou; Zhang, Juan; Liu, Yu

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Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalization of Leung's domination result.

Heinz Neudecker (2004)

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The main aim is to estimate the noncentrality matrix of a noncentral Wishart distribution. The method used is Leung's but generalized to a matrix loss function. Parallelly Leung's scalar noncentral Wishart identity is generalized to become a matrix identity. The concept of Löwner partial ordering of symmetric matrices is used.