Hostname: page-component-586b7cd67f-t8hqh Total loading time: 0 Render date: 2024-11-22T04:19:56.362Z Has data issue: false hasContentIssue false

The Limit Distribution of the Generalized Inverse of a Singular Co-variance Matrix Estimate

Published online by Cambridge University Press:  11 February 2009

Abstract

Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Solutions
Copyright
Copyright © Cambridge University Press 1990

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Note

1. A very good solution has been proposed by Peter C. B. Phillips (the poser of the problem).