Matrix Algebra From a Statistician's Perspective

1. Auflage 1997. Corr. 3rd printing 2000
ISBN: 978-0-387-94978-9
Verlag: Springer

Buch, Englisch, 634 Seiten, Book, Format (B × H): 155 mm x 235 mm, Gewicht: 1136 g

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."

Zielgruppe

Research

Autoren/Hrsg.

Harville, David A.

Fachgebiete

• Mathematik | Informatik Mathematik Algebra
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik

Inhaltsverzeichnis

Preface. - Matrices. - Submatrices and partitioned matricies. - Linear dependence and independence. - Linear spaces: row and column spaces. - Trace of a (square) matrix. - Geometrical considerations. - Linear systems: consistency and compatability. - Inverse matrices. - Generalized inverses. - Indepotent matrices. - Linear systems: solutions. - Projections and projection matrices. - 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 matrices. - Minimzation of a second-degree polynomial (in n variables) subject to linear constraints. - The Moore-Penrose inverse. - Eigenvalues and Eigenvectors. - Linear transformations. - References. - Index.

Über Autor(innen)

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.