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

DOI10.1016/S0167-7152(97)00163-6MaRDI QIDQ449919zbMATH OpenFDO

Authors Ingram Olkin

Publication date 2 September 2012

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

Mathematics Subject Classification ID

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

Recommendations

• The density of the Moore-Penrose inverse of a random matrix
• A matrix-variate extension of inverted Dirichlet integral
• Pseudo-inverse multivariate/matrix-variate distributions
• Distribution of the generalised inverse of a random matrix and its applications
• The inverse and determinant of a 2 2 uniformly distributed random matrix

Cites work

• scientific article; zbMATH DE number 3936236 (Why is no real title available?)
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 3067111 (Why is no real title available?)
• scientific article; zbMATH DE number 3083048 (Why is no real title available?)
• An algebraic derivation of the distribution of rectangular coordinates
• Jacobians of matrix transformations and induced functional equations
• ON THE DISTRIBUTION OF ROOTS OF CERTAIN DETERMINANTAL EQUATIONS
• On Multivariate Distribution Theory
• The density of the Moore-Penrose inverse of a random matrix

Cited in

(6)

• The inverse and determinant of a 2 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

This page was built for publication: The density of the inverse and pseudo-inverse of a random matrix

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q449919)