Imori, Shinpei and Von Rosen, Dietrich
(2020).
On the mean and dispersion of the Moore-Penrose generalized inverse of a Wishart matrix.
Electronic Journal Of Linear Algebra. 36
, 124-133
[Research article]
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Abstract
The Moore-Penrose inverse of a singular Wishart matrix is studied. When the scale matrix equals the identity matrix the mean and dispersion matrices of the Moore-Penrose inverse are known. When the scale matrix has an arbitrary structure no exact results are available. The article complements the existing literature by deriving upper and lower bounds for the expectation and an upper bound for the dispersion of the Moore-Penrose inverse. The results show that the bounds become large when the number of rows (columns) of the Wishart matrix are close to the degrees of freedom of the distribution.
| Authors/Creators: | Imori, Shinpei and Von Rosen, Dietrich | ||||||
|---|---|---|---|---|---|---|---|
| Title: | On the mean and dispersion of the Moore-Penrose generalized inverse of a Wishart matrix | ||||||
| Series Name/Journal: | Electronic Journal Of Linear Algebra | ||||||
| Year of publishing : | 2020 | ||||||
| Volume: | 36 | ||||||
| Page range: | 124-133 | ||||||
| Number of Pages: | 10 | ||||||
| Publisher: | The International Linear Algebra Society | ||||||
| ISSN: | 1081-3810 | ||||||
| Language: | English | ||||||
| Publication Type: | Research article | ||||||
| Article category: | Scientific peer reviewed | ||||||
| Version: | Published version | ||||||
| Full Text Status: | Public | ||||||
| Subjects: | (A) Swedish standard research categories 2011 > 1 Natural sciences > 101 Mathematics > 10104 Discrete Mathematics | ||||||
| Keywords: | Expectation and dispersion matrix, Moore-Penrose inverse, Wishart matrix | ||||||
| URN:NBN: | urn:nbn:se:slu:epsilon-p-105426 | ||||||
| Permanent URL: | http://urn.kb.se/resolve?urn=urn:nbn:se:slu:epsilon-p-105426 | ||||||
| Additional ID: |
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| ID Code: | 16977 | ||||||
| Faculty: | NJ - Fakulteten för naturresurser och jordbruksvetenskap | ||||||
| Department: | (NL, NJ) > Dept. of Energy and Technology | ||||||
| Deposited By: | SLUpub Connector | ||||||
| Deposited On: | 03 Jun 2020 07:22 | ||||||
| Metadata Last Modified: | 15 Jan 2021 19:22 |
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