Some generalized forms of least squares \(g\)-inverse, minimum norm \(g\)- inverse, and Moore-Penrose inverse matrices

DOI10.1016/0167-9473(90)90005-3zbMath0825.62550OpenAlexW2059173330MaRDI QIDQ1896076

Yanyan Li

Publication date: 17 August 1995

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(90)90005-3

zbMATH Keywords

null spaceprojectorminimum norm g-inverseleast squares g-inversedisjoint subspacegeneralized inverse matrix (g-inverse)Moore and Penrose g-inverse, G.G.M. (generalized Gauss Markov) modelnon-negative definite (n.n.d.) matrix

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear regression; mixed models (62J05) Theory of matrix inversion and generalized inverses (15A09)

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Cites Work

• Generalized inverses of partitioned matrices useful in statistical applications
• General definition and decomposition of projectors and some applications to statistical problems
• Generalized inverse of linear transformations: A geometric approach
• Linear Statistical Inference and its Applications
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