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On the mean and dispersion of the Moore-Penrose generalized inverse of a Wishart matrix

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
[Journal 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
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:Journal 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:
Type of IDID
DOI10.13001/ela.2020.5091
Web of Science (WoS)000525678500001
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:03 Jun 2020 07:22

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