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

DOI10.1214/11-EJS602zbMath1274.62350MaRDI QIDQ1952178

R. Dennis Cook, Liliana Forzani

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1300198786

zbMATH Keywords

Moore-Penrose generalized inverseinverse Wishart distributiontensor functionssingular inverse Wishart distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15)

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