The density of the inverse and pseudo-inverse of a random matrix

DOI10.1016/S0167-7152(97)00163-6zbMATH Open1246.62134MaRDI QIDQ449919FDOQ449919

Authors: Ingram Olkin 

Publication date: 2 September 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

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Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Random matrices (algebraic aspects) (15B52)

Cites Work

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• The density of the Moore-Penrose inverse of a random matrix
• Jacobians of matrix transformations and induced functional equations
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• ON THE DISTRIBUTION OF ROOTS OF CERTAIN DETERMINANTAL EQUATIONS
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• On Multivariate Distribution Theory
• An algebraic derivation of the distribution of rectangular coordinates

Cited In (6)

• The inverse and determinant of a 2\(\times 2\) uniformly distributed random matrix
• Estimation of the mean vector in a singular multivariate normal distribution
• The 70th anniversary of the distribution of random matrices: A survey
• The inverse Riesz probability distribution on symmetric matrices
• On the inverses of Brownian and Brownian-like matrices
• Pseudo-inverse multivariate/matrix-variate distributions

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