Matrix Tricks for Linear Statistical Models Our Personal Top Twenty /

• Κύριοι συγγραφείς: Puntanen, Simo (Συγγραφέας), Styan, George P. H. (Συγγραφέας), Isotalo, Jarkko (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011.
• Θέματα: Statistics.; Statistical Theory and Methods.

In teaching linear statistical models to first-year graduate students or to final-year undergraduate students there is no way to proceed smoothly without matrices and related concepts of linear algebra; their use is really essential. Our experience is that making some particular matrix tricks very f...

Πίνακας περιεχομένων:

• Introduction
• Easy Column Space Tricks
• Easy Projector Tricks
• Easy Correlation Tricks
• Generalized Inverses in a Nutshell
• Rank of the Partitioned Matrix and the Matrix Product
• Rank Cancellation Rule
• Sum of Orthogonal Projector
• Minimizing cov(y - Fx)
• BLUE
• General Solution to AYB = C
• Invariance with Respect to the Choice of Generalized Inverse
• Block-Diagonalization and the Schur Complement
• Nonnegative Definiteness of a Partitioned Matrix
• The Matrix M
• Disjointness of Column Spaces
• Full Rank Decomposition
• Eigenvalue Decomposition
• Singular Value Decomposition
• The Cauchy-Schwarz Inequality
• Notation
• References
• Author Index
• Subject Index.