Given an absolutely continuous density of a random matrix X, we study the density of the inverse when X is a p x p symmetric, triangular and arbitrary matrix, and the pseudo-inverse when X is rectangular. In the latter case we provide alternative proofs to that of Zhang (1985), who first obtained th
β¦ LIBER β¦
The minimal pseudo-inverse matrix method
β Scribed by A.S. Leonov
- Publisher
- Elsevier Science
- Year
- 1987
- Weight
- 779 KB
- Volume
- 27
- Category
- Article
- ISSN
- 0041-5553
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