Distribution of the generalised inverse of a random matrix and its applications

DOI10.1016/J.JSPI.2004.06.032zbMath1079.62058OpenAlexW1971850883MaRDI QIDQ2581807

Ramón Gutiérrez-Jáimez, José A. Díaz-García

Publication date: 10 January 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.06.032

zbMATH Keywords

Hausdorff measuresgeneralized inverse Wishart distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Bayesian inference (62F15) Random matrices (algebraic aspects) (15B52)

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Cites Work

• On singular Wishart and singular multivariate beta distributions
• Wishart and pseudo-Wishart distributions and some applications to shape theory
• Proof of the conjectures of H. Uhlig on the singular multivariate beta and the Jacobian of a certain matrix transformation
• The density of the Moore-Penrose inverse of a random matrix
• Distribution of the generalised inverse of a random matrix and its applications
• Normal Multivariate Analysis and the Orthogonal Group
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