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Revision as of 13:00, 22 February 2024
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English | The \(\{\) 2\(\}\)-inverse with applications in statistics |
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The \(\{\) 2\(\}\)-inverse with applications in statistics (English)
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1985
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An inverse G of a given matrix A which satisfies the property \(GAG=G\) is known as a \(\{\) \(2\}\)-inverse. This paper presents a three-phase inversion procedure for which the \(\{\) \(2\}\)-inverse is a special case. We present the geometry of \(\{\) \(2\}\)-inverses and show that, starting from \(\{\) \(2\}\)-inverses, various types of generalized inverses can be derived. Two examples of the occurrence of \(\{\) \(2\}\)-inverses in statistics are given: one concerning the constrained least-squares estimator, the other concerning a necessary and sufficient condition for a quadratic form of singular multivariate normal variates to follow a chi-square distribution.
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(2)-inverse
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three-phase inversion procedure
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generalized inverses
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constrained least-squares estimator
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quadratic form of singular multivariate normal variates
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chi-square distribution
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