Matrix Algebra From a Statistician's Perspective by David A. HarvilleMatrix Algebra From a Statistician's Perspective by David A. Harville

Matrix Algebra From a Statistician's Perspective

byDavid A. Harville

Paperback | June 27, 2008

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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 models and multivariate analysis. It includes a number of very useful results that have only been available from relatively obscure sources. Detailed proofs are provided for all results. The style and level of presentation are designed to make the contents accessible to a broad audience. The book is essentially self-contained, though it is best-suited for a reader who has had some previous exposure to matrices (of the kind that might be acquired in a beginning course on linear or matrix algebra). It includes exercises, it can serve as the primary text for a course on matrices or as a supplementary text in courses on such topics as linear statistical models or multivariate analysis, and it will be a valuable reference.
David A. Harville is a research staff member in the Mathematical Sciences Department of the IBM T.J.Watson Research Center. Prior to joining the Research Center he spent ten years as a mathematical statistician in the Applied Mathematics Research Laboratory of the Aerospace Research Laboratories (at Wright-Patterson, FB, Ohio, followed...
Title:Matrix Algebra From a Statistician's PerspectiveFormat:PaperbackDimensions:650 pagesPublished:June 27, 2008Publisher:Springer New YorkLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0387783563

ISBN - 13:9780387783567

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Table of Contents

Preface. - Matrices. - Submatrices and partitioned matricies. - Linear dependence and independence. - Linear spaces: row and column spaces. - Trace of a (square) matrix. - Geometrical considerations. - Linear systems: consistency and compatability. - Inverse matrices. - Generalized inverses. - Indepotent 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. - Minimzation of a second-degree polynomial (in n variables) subject to linear constraints. - The Moore-Penrose inverse. - Eigenvalues and Eigenvectors. - Linear transformations. - References. - Index.

Editorial Reviews

From a review:THE AUSTRALIAN AND NEW ZEALAND JOURNAL OF STATISTICS"This is a book that will be welcomed by many statisticians at most stages of professional development. ...It is essentially a carefully sequenced and tightly interlocking collections of proofs in an elementary, though very pure mathematical style."