Matrix Algebra From a Statistician’s Perspective

• Main Author: Harville, David A. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 1997.
• Subjects: Statistics.; Statistical Theory and Methods.

This book presents matrix algebra in a way that is well-suited for those with an interest in statistics or a related discipline. It provides thorough and unified coverage of the fundamental concepts along with the specialized topics encountered in areas of statistics such as linear statistical model...

Table of Contents:

• 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 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
• Minimization of a Second-Degree Polynomial (in n Variables) Subject to Linear Constraints
• The Moore-Penrose Inverse
• Eigenvalues and Eigenvectors
• Linear Transformations
• Erratum.