Matrix Algebra and Its Applications to Statistics and Econometrics

Framsida
World Scientific, 1998 - 535 sidor
Written by two top statisticians with experience in teaching matrix methods for applications in statistics, econometrics and related areas, this book provides a comprehensive treatment of the latest techniques in matrix algebra. A well-balanced approach to discussing the mathematical theory and applications to problems in other areas is an attractive feature of the book. It can be used as a textbook in courses on matrix algebra for statisticians, econometricians and mathematicians as well. Some of the new developments of linear models are given in some detail using results of matrix algebra.
 

Så tycker andra - Skriv en recension

Vi kunde inte hitta några recensioner.

Innehåll

VECTOR SPACES
1
UNITARY AND EUCLIDEAN SPACES
51
LINEAR TRANSFORMATIONS
107
CHARACTERISTICS OF MATRICES
127
FACTORIZATION OF MATRICES
157
OPERATIONS ON MATRICES
193
PROJECTORS AND IDEMPOTENT
239
GENERALIZED INVERSES
263
INEQUALITIES FOR EIGENVALUES
321
MATRIX APPROXIMATIONS
361
OPTIMIZATION PROBLEMS
403
QUADRATIC SUBSPACES
433
INEQUALITIES WITH APPLICATIONS
449
NONNEGATIVE MATRICES
467
MISCELLANEOUS COMPLEMENTS
493
REFERENCES
519

MAJORIZATION
303

Andra upplagor - Visa alla

Vanliga ord och fraser

Bibliografisk information