Matrix Algebra From a Statistician's Perspective
(Sprache: Englisch)
In one volume, here is comprehensive coverage of the fundamentals of matrix algebra. It will be of particular interest to those with a background in statistics. Included is a wealth of results that have thus far been available only from obscure sources.
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In one volume, here is comprehensive coverage of the fundamentals of matrix algebra. It will be of particular interest to those with a background in statistics. Included is a wealth of results that have thus far been available only from obscure sources.
Klappentext zu „Matrix Algebra From a Statistician's Perspective “
A knowledge of matrix algebra is a prerequisite for the study of much of modern statistics, especially the areas of linear statistical models and multivariate statistics. This reference book provides the background in matrix algebra necessary to do research and understand the results in these areas. Essentially self-contained, the book is best-suited for a reader who has had some previous exposure to matrices. Solultions to the exercises are available in the author's "Matrix Algebra: Exercises and Solutions."
Inhaltsverzeichnis zu „Matrix Algebra From a Statistician's Perspective “
- Matrices- Submatrices and Partitioned Matrices
- Linear Dependence and Independence
- Linear Spaces: Row and Column Spaces
- Trace of a (Square) Matrix
- Geometrical Considerations
- Linear Systems
- Consistency and Compatibility
- Inverse Matrices
- Generalized Inverses
- Idempotent Matrics
- Linear Systems
- Projections and Projection Matrics
- Determinants
- Linear, Bilinear, and Quadratic Forms
- Matrix Differentiation
- Kronecker Products and the Vec and Vech Operators
- Intersections and Sums of Subspaces
- Sums and Differences of Matrics
- Minimization of a Second-Degree Polynomial (in N Variables) Subject to Linear Constraints
- The Moore-Penrose Inverse
- Eigenvalues and Eigenvectors
- Linear Transformations
Autoren-Porträt von David A. Harville
David A. Harville is a research staff member in the Mathematical Sciences Department of the IBM T.J.Watson Research Center. Prior to joining the Research Center he spent ten years as a mathematical statistician in the Applied Mathematics Research Laboratory of the Aerospace Research Laboratories (at Wright-Patterson, FB, Ohio, followed by twenty years as a full professor in the Department of Statistics at Iowa State University. He has extensive experience in the area of linear statistical models, having taught (on numberous occasions) M.S.and Ph.D.level courses on that topic,having been the thesis adviser of 10 Ph.D. students,and having authored over 60 research articles. His work has been recognized by his election as a Fellow of the American Statistical Association and the Institute of Mathematical Statistics and as a member of the International Statistical Institute and by his having served as an associate editor of Biometrics and of the Journal of the American Statistical Association.
Bibliographische Angaben
- Autor: David A. Harville
- 1997, 1st ed. 1997. 2nd printing 2008, XVI, 634 Seiten, Maße: 15,5 x 23,5 cm, Kartoniert (TB), Englisch
- Verlag: Springer, Berlin
- ISBN-10: 0387783563
- ISBN-13: 9780387783567
- Erscheinungsdatum: 27.06.2008
Sprache:
Englisch
Rezension zu „Matrix Algebra From a Statistician's Perspective “
From a review:
Pressezitat
From a review: THE AUSTRALIAN AND NEW ZEALAND JOURNAL OF STATISTICS
"This is a book that will be welcomed by many statisticians at most stages of professional development. ...It is essentially a carefully sequenced and tightly interlocking collections of proofs in an elementary, though very pure mathematical style."
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