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On the mean and variance of the generalized inverse of a singular Wishart matrix - MaRDI portal

On the mean and variance of the generalized inverse of a singular Wishart matrix (Q1952178)

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scientific article; zbMATH DE number 6166817
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English
On the mean and variance of the generalized inverse of a singular Wishart matrix
scientific article; zbMATH DE number 6166817

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    On the mean and variance of the generalized inverse of a singular Wishart matrix (English)
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    28 May 2013
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    inverse Wishart distribution
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    Moore-Penrose generalized inverse
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    singular inverse Wishart distributions
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    tensor functions
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