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

DOI10.1016/J.JSPI.2004.06.032MaRDI QIDQ2581807zbMATH OpenOpenAlexFDO

Authors José A. Díaz-García, Ramón Gutiérrez-Jáimez

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

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

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• Distribution of the generalised inverse of a random matrix and its applications
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• 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
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Cited in

(23)

• The Jacobians of matrix transformation about singular random matrices and its applications
• Functions of singular random matrices with applications
• On the Jacobians of singular matrix decomposition and its application
• Predictive inference for singular multivariate elliptically contoured distributions
• Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market
• Singular extended skew-elliptical distributions
• Invertibility of symmetric random matrices
• Inverse Wishart distributions based on singular elliptically contoured distributions
• Singular matrix variate Birnbaum-Saunders distribution under elliptical models
• Singular matric and matrix variate \(t\) distributions
• On the mean and variance of the generalized inverse of a singular Wishart matrix
• The inverse Riesz probability distribution on symmetric matrices
• The density of the inverse and pseudo-inverse of a random matrix
• On the inverses of Brownian and Brownian-like matrices
• Distribution of the generalised inverse of a random matrix and its applications
• A note about measures, Jacobians and Moore-Penrose inverse
• scientific article; zbMATH DE number 1821202 (Why is no real title available?)
• Singular matrix variate beta distribution
• On the mean and dispersion of the Moore-Penrose generalized inverse of a Wishart matrix
• The Littlewood-Offord problem and invertibility of random matrices
• Pseudo-inverse multivariate/matrix-variate distributions
• Distribution theory of quadratic forms for matrix multivariate elliptical distribution
• A note about measures and Jacobians of singular random matrices

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