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A matrix extension of the Cauchy-Schwarz inequality

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  • Tripathi, Gautam

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  • Tripathi, Gautam, 1999. "A matrix extension of the Cauchy-Schwarz inequality," Economics Letters, Elsevier, vol. 63(1), pages 1-3, April.
    • Handle: RePEc:eee:ecolet:v:63:y:1999:i:1:p:1-3
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    References listed on IDEAS

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    1. Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-954, July.
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    1. Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H., 2015. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)," Other publications TiSEM b4bbf44a-7834-491d-94c8-6, Tilburg University, School of Economics and Management.
    2. Nguimkeu, Pierre & Denteh, Augustine & Tchernis, Rusty, 2019. "On the estimation of treatment effects with endogenous misreporting," Journal of Econometrics, Elsevier, vol. 208(2), pages 487-506.
    3. Andrews, Donald W.K. & Cheng, Xu, 2013. "Maximum likelihood estimation and uniform inference with sporadic identification failure," Journal of Econometrics, Elsevier, vol. 173(1), pages 36-56.
    4. Richard H. Spady & Sami Stouli, 2018. "Simultaneous Mean-Variance Regression," Bristol Economics Discussion Papers 18/697, School of Economics, University of Bristol, UK.
    5. Hao Dong & Taisuke Otsu, 2018. "Nonparametric Estimation of Additive Model with Errors-in-Variables," STICERD - Econometrics Paper Series 600, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    6. Masahiro Kato & Masatoshi Uehara & Shota Yasui, 2020. "Off-Policy Evaluation and Learning for External Validity under a Covariate Shift," Papers 2002.11642, arXiv.org, revised Oct 2020.
    7. Newey, Whitney & Stouli, Sami, 2021. "Control variables, discrete instruments, and identification of structural functions," Journal of Econometrics, Elsevier, vol. 222(1), pages 73-88.
    8. Xu Cheng, 2014. "Uniform Inference in Nonlinear Models with Mixed Identification Strength," PIER Working Paper Archive 14-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    9. Hao Dong & Taisuke Otsu & Luke Taylor, 2022. "Nonparametric estimation of additive models with errors-in-variables," Econometric Reviews, Taylor & Francis Journals, vol. 41(10), pages 1164-1204, November.
    10. Donald W. K. Andrews & Xu Cheng, 2012. "Estimation and Inference With Weak, Semi‐Strong, and Strong Identification," Econometrica, Econometric Society, vol. 80(5), pages 2153-2211, September.
    11. Lou, Youcheng & Parsa, Sahar & Ray, Debraj & Li, Duan & Wang, Shouyang, 2019. "Information aggregation in a financial market with general signal structure," Journal of Economic Theory, Elsevier, vol. 183(C), pages 594-624.
    12. R H Spady & S Stouli, 2018. "Dual regression," Biometrika, Biometrika Trust, vol. 105(1), pages 1-18.
    13. Masaki Miyashita, 2024. "Identification of Information Structures in Bayesian Games," Papers 2403.11333, arXiv.org.
    14. Sherwood, Ben, 2016. "Variable selection for additive partial linear quantile regression with missing covariates," Journal of Multivariate Analysis, Elsevier, vol. 152(C), pages 206-223.
    15. Anatolyev, Stanislav, 2004. "Inference when a nuisance parameter is weakly identified under the null hypothesis," Economics Letters, Elsevier, vol. 84(2), pages 245-254, August.
    16. Cheng, Xu, 2015. "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, vol. 189(1), pages 207-228.
    17. Wu, Jianghong & Song, Weixing, 2015. "On Hong–Tamer’s estimator in nonlinear errors-in-variable regression models," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 165-175.

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