首页    期刊浏览 2024年07月08日 星期一
登录注册

文章基本信息

  • 标题:On the mean and variance of the generalized inverse of a singular Wishart matrix
  • 本地全文:下载
  • 作者:R. Dennis Cook ; Liliana Forzani
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2011
  • 卷号:5
  • 页码:146-158
  • DOI:10.1214/11-EJS602
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:We derive the first and the second moments of the Moore-Penrose generalized inverse of a singular standard Wishart matrix without relying on a density. Instead, we use the moments of an inverse Wishart distribution and an invariance argument which is related to the literature on tensor functions. We also find the order of the spectral norm of the generalized inverse of a Wishart matrix as its dimension and degrees of freedom diverge.
国家哲学社会科学文献中心版权所有