Matrices with Applications in Statistics

Matrices with Applications in Statistics PDF Author: Franklin A. Graybill
Publisher: Wadsworth Company
ISBN:
Category : Mathematics
Languages : en
Pages : 482

Get Book

Book Description
Part of the Duxbury Classic series, Franklin A. Graybills MATRICES WITH APPLICATIONS TO STATISTICS focuses primarily on matrices as they relate to areas of multivariate analysis and the linear model. This seminal work is a time tested, authoritative resource for both students and researchers.

Matrices with Applications in Statistics

Matrices with Applications in Statistics PDF Author: Franklin A. Graybill
Publisher: Wadsworth Company
ISBN:
Category : Mathematics
Languages : en
Pages : 482

Get Book

Book Description
Part of the Duxbury Classic series, Franklin A. Graybills MATRICES WITH APPLICATIONS TO STATISTICS focuses primarily on matrices as they relate to areas of multivariate analysis and the linear model. This seminal work is a time tested, authoritative resource for both students and researchers.

Matrix Algebra

Matrix Algebra PDF Author: James E. Gentle
Publisher: Springer Science & Business Media
ISBN: 0387708723
Category : Computers
Languages : en
Pages : 536

Get Book

Book Description
Matrix algebra is one of the most important areas of mathematics for data analysis and for statistical theory. This much-needed work presents the relevant aspects of the theory of matrix algebra for applications in statistics. It moves on to consider the various types of matrices encountered in statistics, such as projection matrices and positive definite matrices, and describes the special properties of those matrices. Finally, it covers numerical linear algebra, beginning with a discussion of the basics of numerical computations, and following up with accurate and efficient algorithms for factoring matrices, solving linear systems of equations, and extracting eigenvalues and eigenvectors.

Matrix Algebra and Its Applications to Statistics and Econometrics

Matrix Algebra and Its Applications to Statistics and Econometrics PDF Author: Calyampudi Radhakrishna Rao
Publisher: World Scientific
ISBN: 9789810232689
Category : Mathematics
Languages : en
Pages : 560

Get Book

Book Description
"I recommend this book for its extensive coverage of topics not easily found elsewhere and for its focus on applications".Zentralblatt MATH"The book is an excellent source on linear algebra, matrix theory and applications in statistics and econometrics, and is unique in many ways. I recommend it to anyone interested in these disciplines, and especially in how they benefit from one another".Statistical Papers, 2000

Matrix Differential Calculus with Applications in Statistics and Econometrics

Matrix Differential Calculus with Applications in Statistics and Econometrics PDF Author: Jan R. Magnus
Publisher: John Wiley & Sons
ISBN: 1119541166
Category : Mathematics
Languages : en
Pages : 633

Get Book

Book Description
A brand new, fully updated edition of a popular classic on matrix differential calculus with applications in statistics and econometrics This exhaustive, self-contained book on matrix theory and matrix differential calculus provides a treatment of matrix calculus based on differentials and shows how easy it is to use this theory once you have mastered the technique. Jan Magnus, who, along with the late Heinz Neudecker, pioneered the theory, develops it further in this new edition and provides many examples along the way to support it. Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. It is still relevant and used today in a wide range of subjects such as the biosciences and psychology. Matrix Differential Calculus with Applications in Statistics and Econometrics, Third Edition contains all of the essentials of multivariable calculus with an emphasis on the use of differentials. It starts by presenting a concise, yet thorough overview of matrix algebra, then goes on to develop the theory of differentials. The rest of the text combines the theory and application of matrix differential calculus, providing the practitioner and researcher with both a quick review and a detailed reference. Fulfills the need for an updated and unified treatment of matrix differential calculus Contains many new examples and exercises based on questions asked of the author over the years Covers new developments in field and features new applications Written by a leading expert and pioneer of the theory Part of the Wiley Series in Probability and Statistics Matrix Differential Calculus With Applications in Statistics and Econometrics Third Edition is an ideal text for graduate students and academics studying the subject, as well as for postgraduates and specialists working in biosciences and psychology.

Numerical Linear Algebra for Applications in Statistics

Numerical Linear Algebra for Applications in Statistics PDF Author: James E. Gentle
Publisher: Springer Science & Business Media
ISBN: 1461206235
Category : Mathematics
Languages : en
Pages : 229

Get Book

Book Description
Accurate and efficient computer algorithms for factoring matrices, solving linear systems of equations, and extracting eigenvalues and eigenvectors. Regardless of the software system used, the book describes and gives examples of the use of modern computer software for numerical linear algebra. It begins with a discussion of the basics of numerical computations, and then describes the relevant properties of matrix inverses, factorisations, matrix and vector norms, and other topics in linear algebra. The book is essentially self- contained, with the topics addressed constituting the essential material for an introductory course in statistical computing. Numerous exercises allow the text to be used for a first course in statistical computing or as supplementary text for various courses that emphasise computations.

Matrix Algebra And Its Applications To Statistics And Econometrics

Matrix Algebra And Its Applications To Statistics And Econometrics PDF Author: Calyampudi Radhakrishna Rao
Publisher: World Scientific
ISBN: 981449691X
Category : Mathematics
Languages : en
Pages : 564

Get Book

Book Description
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.

Nonnegative Matrices and Applications

Nonnegative Matrices and Applications PDF Author: R. B. Bapat
Publisher: Cambridge University Press
ISBN: 0521571677
Category : Mathematics
Languages : en
Pages : 351

Get Book

Book Description
This book provides an integrated treatment of the theory of nonnegative matrices (matrices with only positive numbers or zero as entries) and some related classes of positive matrices, concentrating on connections with game theory, combinatorics, inequalities, optimisation and mathematical economics. The wide variety of applications, which include price fixing, scheduling and the fair division problem, have been carefully chosen both for their elegant mathematical content and for their accessibility to students with minimal preparation. Many results in matrix theory are also presented. The treatment is rigorous and almost all results are proved completely. These results and applications will be of great interest to researchers in linear programming, statistics and operations research. The minimal prerequisites also make the book accessible to first-year graduate students.

Linear Algebra and Matrix Analysis for Statistics

Linear Algebra and Matrix Analysis for Statistics PDF Author: Sudipto Banerjee
Publisher: CRC Press
ISBN: 1420095382
Category : Mathematics
Languages : en
Pages : 586

Get Book

Book Description
Linear Algebra and Matrix Analysis for Statistics offers a gradual exposition to linear algebra without sacrificing the rigor of the subject. It presents both the vector space approach and the canonical forms in matrix theory. The book is as self-contained as possible, assuming no prior knowledge of linear algebra. The authors first address the rudimentary mechanics of linear systems using Gaussian elimination and the resulting decompositions. They introduce Euclidean vector spaces using less abstract concepts and make connections to systems of linear equations wherever possible. After illustrating the importance of the rank of a matrix, they discuss complementary subspaces, oblique projectors, orthogonality, orthogonal projections and projectors, and orthogonal reduction. The text then shows how the theoretical concepts developed are handy in analyzing solutions for linear systems. The authors also explain how determinants are useful for characterizing and deriving properties concerning matrices and linear systems. They then cover eigenvalues, eigenvectors, singular value decomposition, Jordan decomposition (including a proof), quadratic forms, and Kronecker and Hadamard products. The book concludes with accessible treatments of advanced topics, such as linear iterative systems, convergence of matrices, more general vector spaces, linear transformations, and Hilbert spaces.

Applied Matrix Algebra in the Statistical Sciences

Applied Matrix Algebra in the Statistical Sciences PDF Author: Alexander Basilevsky
Publisher: Courier Corporation
ISBN: 0486153371
Category : Mathematics
Languages : en
Pages : 412

Get Book

Book Description
This comprehensive text offers teachings relevant to both applied and theoretical branches of matrix algebra and provides a bridge between linear algebra and statistical models. Appropriate for advanced undergraduate and graduate students. 1983 edition.

Basics of Matrix Algebra for Statistics with R

Basics of Matrix Algebra for Statistics with R PDF Author: Nick Fieller
Publisher: CRC Press
ISBN: 1315360055
Category : Mathematics
Languages : en
Pages : 159

Get Book

Book Description
A Thorough Guide to Elementary Matrix Algebra and Implementation in R Basics of Matrix Algebra for Statistics with R provides a guide to elementary matrix algebra sufficient for undertaking specialized courses, such as multivariate data analysis and linear models. It also covers advanced topics, such as generalized inverses of singular and rectangular matrices and manipulation of partitioned matrices, for those who want to delve deeper into the subject. The book introduces the definition of a matrix and the basic rules of addition, subtraction, multiplication, and inversion. Later topics include determinants, calculation of eigenvectors and eigenvalues, and differentiation of linear and quadratic forms with respect to vectors. The text explores how these concepts arise in statistical techniques, including principal component analysis, canonical correlation analysis, and linear modeling. In addition to the algebraic manipulation of matrices, the book presents numerical examples that illustrate how to perform calculations by hand and using R. Many theoretical and numerical exercises of varying levels of difficulty aid readers in assessing their knowledge of the material. Outline solutions at the back of the book enable readers to verify the techniques required and obtain numerical answers. Avoiding vector spaces and other advanced mathematics, this book shows how to manipulate matrices and perform numerical calculations in R. It prepares readers for higher-level and specialized studies in statistics.