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

DOI10.1016/S0167-7152(97)00163-6zbMath1246.62134MaRDI QIDQ449919

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)

Related Items (2)

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Cites Work

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• The density of the Moore-Penrose inverse of a random matrix
• Jacobians of matrix transformations and induced functional equations
• ON THE DISTRIBUTION OF ROOTS OF CERTAIN DETERMINANTAL EQUATIONS
• On Multivariate Distribution Theory
• An algebraic derivation of the distribution of rectangular coordinates

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