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Some comments on several matrix inequalities with applications to canonical correlations: historical background and recent developments. (English) Zbl 1192.15007
From the abstract: We review several matrix inequalities and give some statistical applications, with special emphasis on canonical correlations; many historical and biographical remarks are also included as well as over 100 references.

MSC:
15A45 Miscellaneous inequalities involving matrices
15-02 Research exposition (monographs, survey articles) pertaining to linear algebra
62-02 Research exposition (monographs, survey articles) pertaining to statistics
62H20 Measures of association (correlation, canonical correlation, etc.)
62J05 Linear regression; mixed models
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