The density of the Moore-Penrose inverse of a random matrix
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Publication:1914223
DOI10.1016/0024-3795(94)00240-1zbMath0852.15014OpenAlexW2036364871MaRDI QIDQ1914223
Shuangzhe Liu, Heinz Neudecker
Publication date: 9 December 1996
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(94)00240-1
Multivariate distribution of statistics (62H10) Theory of matrix inversion and generalized inverses (15A09) Random matrices (algebraic aspects) (15B52)
Related Items (8)
Functions of singular random matrices with applications ⋮ A note about measures, Jacobians and Moore-Penrose inverse ⋮ Matrix derivatives and Kronecker products for the core and generalized core inverses ⋮ The density of the inverse and pseudo-inverse of a random matrix ⋮ Unnamed Item ⋮ Matrix differential calculus with applications in the multivariate linear model and its diagnostics ⋮ The 70th anniversary of the distribution of random matrices: A survey ⋮ Distribution of the generalised inverse of a random matrix and its applications
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