Radhakrishna Rao, C. (1962) A note on a generalized inverse of a matrix with applications to problems in mathematical statistics Journal of the Royal Statistical Society - Series B: Statistical Methodology, 24 (1). pp. 152-158. ISSN 1369-7412
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Official URL: http://www.jstor.org/stable/2983755
Abstract
Some years ago the author defined a pseudo inverse of a singular matrix and used it in representing a solution of normal equations and for obtaining variances and covariances of estimates in the theory of least squares (Rao, 1955). This provided a unified approach to least squares theory, including the case when the normal equations become singular. This note attempts to collect a few mathematical results, some of which are known in literature, associated with the inversion of singular and rectangular matrices, and to indicate briefly their use in problems of mathematical statistics.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to John Wiley and Sons. |
| ID Code: | 54758 |
| Deposited On: | 12 Aug 2011 12:58 |
| Last Modified: | 12 Aug 2011 12:58 |
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