THE problem of ‘inverting’ singular matrices is by no means uncommon in statistical analysis. Rao 1 has shown in a lemma that a generalized inverse (g-inverse) always exists, although in the case of a ...
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 ...
The estimated covariance matrix of the parameter estimates is computed as the inverse Hessian matrix, and for unconstrained problems it should be positive definite. If the final parameter estimates ...
This is a preview. Log in through your library . Abstract In this paper, we give expressions for the generalized Drazin inverse of a (2,2,0) block matrix over a Banach algebra under certain ...