Matrix Algebra From a Statistician's Perspective

Matrix Algebra From a Statistician's Perspective PDF Author: David A. Harville
Publisher: Springer Science & Business Media
ISBN: 0387783563
Category : Mathematics
Languages : en
Pages : 639

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Book Description
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."

Matrix Algebra From a Statistician's Perspective

Matrix Algebra From a Statistician's Perspective PDF Author: David A. Harville
Publisher: Springer Science & Business Media
ISBN: 0387783563
Category : Mathematics
Languages : en
Pages : 639

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Book Description
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."

Matrix Algebra: Exercises and Solutions

Matrix Algebra: Exercises and Solutions PDF Author: David A. Harville
Publisher: Springer Science & Business Media
ISBN: 1461301815
Category : Mathematics
Languages : en
Pages : 292

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Book Description
This book contains over 300 exercises and solutions that together cover a wide variety of topics in matrix algebra. They can be used for independent study or in creating a challenging and stimulating environment that encourages active engagement in the learning process. The requisite background is some previous exposure to matrix algebra of the kind obtained in a first course. The exercises are those from an earlier book by the same author entitled Matrix Algebra From a Statistician's Perspective. They have been restated (as necessary) to stand alone, and the book includes extensive and detailed summaries of all relevant terminology and notation. The coverage includes topics of special interest and relevance in statistics and related disciplines, as well as standard topics. The overlap with exercises available from other sources is relatively small. This collection of exercises and their solutions will be a useful reference for students and researchers in matrix algebra. It will be of interest to mathematicians and statisticians.

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

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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.

Matrix Algebra

Matrix Algebra PDF Author: James E. Gentle
Publisher: Springer Nature
ISBN: 3031421442
Category :
Languages : en
Pages : 714

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Book Description


Linear Algebra and Matrix Analysis for Statistics

Linear Algebra and Matrix Analysis for Statistics PDF Author: Sudipto Banerjee
Publisher: CRC Press
ISBN: 1482248247
Category : Mathematics
Languages : en
Pages : 580

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Book Description
Assuming no prior knowledge of linear algebra, this self-contained text 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 covers important topics in linear algebra that are useful for statisticians, including the concept of rank, the fundamental theorem of linear algebra, projectors, and quadratic forms. It also provides an extensive collection of exercises on theoretical concepts and numerical computations.

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

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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.

Matrix Algebra Useful for Statistics

Matrix Algebra Useful for Statistics PDF Author: Shayle R. Searle
Publisher: John Wiley & Sons
ISBN: 1118935160
Category : Mathematics
Languages : en
Pages : 512

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Book Description
A thoroughly updated guide to matrix algebra and it uses in statistical analysis and features SAS®, MATLAB®, and R throughout This Second Edition addresses matrix algebra that is useful in the statistical analysis of data as well as within statistics as a whole. The material is presented in an explanatory style rather than a formal theorem-proof format and is self-contained. Featuring numerous applied illustrations, numerical examples, and exercises, the book has been updated to include the use of SAS, MATLAB, and R for the execution of matrix computations. In addition, André I. Khuri, who has extensive research and teaching experience in the field, joins this new edition as co-author. The Second Edition also: Contains new coverage on vector spaces and linear transformations and discusses computational aspects of matrices Covers the analysis of balanced linear models using direct products of matrices Analyzes multiresponse linear models where several responses can be of interest Includes extensive use of SAS, MATLAB, and R throughout Contains over 400 examples and exercises to reinforce understanding along with select solutions Includes plentiful new illustrations depicting the importance of geometry as well as historical interludes Matrix Algebra Useful for Statistics, Second Edition is an ideal textbook for advanced undergraduate and first-year graduate level courses in statistics and other related disciplines. The book is also appropriate as a reference for independent readers who use statistics and wish to improve their knowledge of matrix algebra. THE LATE SHAYLE R. SEARLE, PHD, was professor emeritus of biometry at Cornell University. He was the author of Linear Models for Unbalanced Data and Linear Models and co-author of Generalized, Linear, and Mixed Models, Second Edition, Matrix Algebra for Applied Economics, and Variance Components, all published by Wiley. Dr. Searle received the Alexander von Humboldt Senior Scientist Award, and he was an honorary fellow of the Royal Society of New Zealand. ANDRÉ I. KHURI, PHD, is Professor Emeritus of Statistics at the University of Florida. He is the author of Advanced Calculus with Applications in Statistics, Second Edition and co-author of Statistical Tests for Mixed Linear Models, all published by Wiley. Dr. Khuri is a member of numerous academic associations, among them the American Statistical Association and the Institute of Mathematical Statistics.

Linear Models and the Relevant Distributions and Matrix Algebra

Linear Models and the Relevant Distributions and Matrix Algebra PDF Author: David A. Harville
Publisher: CRC Press
ISBN: 1000983757
Category : Mathematics
Languages : en
Pages : 242

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Book Description
• Exercises and solutions are included throughout, from both the first and second volume • Includes coverage of additional topics not covered in the first volume • Highly valuable as a reference book for graduate students or researchers

Matrix Algebra Useful for Statistics

Matrix Algebra Useful for Statistics PDF Author: Shayle R. Searle
Publisher: Wiley-Interscience
ISBN:
Category : Mathematics
Languages : en
Pages : 468

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Book Description
Basic operations. Special matrices. Determinants. Inverse matrices. Rank. Canonical forms. Generalized inverses. Solving linear equations. Partitioned matrices. Eigenvalues and eigenvectors. Applications in statistics. The matrix algebra of regression analysis. An introduction to linear statistical model.

Matrix Algebra and Its Applications to Statistics and Econometrics

Matrix Algebra and Its Applications to Statistics and Econometrics PDF Author: Calyampudi Radhakrishna Rao
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 535

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Book Description