IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-030-56773-6_1.html
   My bibliography  Save this book chapter

Spectral Analysis of Large Reflexive Generalized Inverse and Moore-Penrose Inverse Matrices

In: Recent Developments in Multivariate and Random Matrix Analysis

Author

Listed:
  • Taras Bodnar

    (Stockholm University, Department of Mathematics)

  • Nestor Parolya

    (Delft University of Technology, Delft Institute of Applied Mathematics)

Abstract

A reflexive generalized inverse and the Moore-Penrose inverse are often confused in statistical literature but in fact they have completely different behaviour in case the population covariance matrix is not a multiple of identity. In this paper, we study the spectral properties of a reflexive generalized inverse and of the Moore-Penrose inverse of the sample covariance matrix. The obtained results are used to assess the difference in the asymptotic behaviour of their eigenvalues.

Suggested Citation

  • Taras Bodnar & Nestor Parolya, 2020. "Spectral Analysis of Large Reflexive Generalized Inverse and Moore-Penrose Inverse Matrices," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 1-16, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-56773-6_1
    DOI: 10.1007/978-3-030-56773-6_1
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-3-030-56773-6_1. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.