Distribution of the generalised inverse of a random matrix and its applications
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Publication:2581807
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
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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