Linear Algebra and Linear Models

• Main Author: Bapat, R.B (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: London : Springer London : Imprint: Springer, 2012.
• Edition: 3rd ed. 2012.
• Series: Universitext,
• Subjects: Mathematics.; Matrix theory.; Algebra.; Statistics.; Linear and Multilinear Algebras, Matrix Theory.; Statistical Theory and Methods.; Statistics for Business/Economics/Mathematical Finance/Insurance.

Linear Algebra and Linear Models comprises a concise and rigorous introduction to linear algebra required for statistics followed by the basic aspects of the theory of linear estimation and hypothesis testing. The emphasis is on the approach using generalized inverses. Topics such as the multivariat...

Table of Contents:

• Vector Spaces and Subspaces
• Rank, Inner Product and Nonsingularity
• Eigenvalues and Positive Definite Matrices
• Generalized Inverses
• Inequalities for Eigenvalues and Singular Values
• Rank Additivity and Matrix Partial Orders
• Linear Estimation
• Tests of Linear Hypotheses
• Linear Mixed Models
• Miscellaneous Topics
• Additional Exercises on Rank.