Matrix analysis for statistics
著者
書誌事項
Matrix analysis for statistics
（Wiley series in probability and mathematical statistics, . Applied probability and statistics）
John Wiley, c1997
- : cloth
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注記
"A Wiley-Interscience publication"
Includes bibliographical references and index
内容説明・目次
内容説明
A complete, self-contained introduction to matrix analysis theory and practice Matrix methods have evolved from a tool for expressing statistical problems to an indispensable part of the development, understanding, and use of various types of complex statistical analyses. As such, they have become a vital part of any statistical education. Unfortunately, matrix methods are usually treated piecemeal in courses on everything from regression analysis to stochastic processes. Matrix Analysis for Statistics offers a unique view of matrix analysis theory and methods as a whole. Professor James R. Schott provides in-depth, step-by-step coverage of the most common matrix methods now used in statistical applications, including eigenvalues and eigenvectors, the Moore-Penrose inverse, matrix differentiation, the distribution of quadratic forms, and more. The subject matter is presented in a theorem/proof format, and every effort has been made to ease the transition from one topic to another. Proofs are easy to follow, and the author carefully justifies every step.
Accessible even for readers with a cursory background in statistics, the text uses examples that are familiar and easy to understand. Other key features that make this the ideal introduction to matrix analysis theory and practice include: * Self-contained chapters for flexibility in topic choice. * Extensive examples and chapter-end practice exercises. * Optional sections for mathematically advanced readers.
目次
A Review of Elementary Matrix Algebra. Vector Spaces. Eigenvalues and Eigenvectors. Matrix Factorizations and Matrix Norms. Generalized Inverses. Systems of Linear Equations. Special Matrices and Matrix Operators. Matrix Derivatives and Related Topics. Some Special Topics Related to Quadratic Forms. References. Index. List of Series Titles.
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