Matrix algebra and its applications to statistics and econometrics
著者
書誌事項
Matrix algebra and its applications to statistics and econometrics
World Scientific, c1998
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注記
Includes bibliographical references (p. 519-528) and index
内容説明・目次
内容説明
Written by two top statisticians with experience in teaching matrix methods for applications in statistics, econometrics and related areas, this book provides a comprehensive treatment of the latest techniques in matrix algebra. A well-balanced approach to discussing the mathematical theory and applications to problems in other areas is an attractive feature of the book. It can be used as a textbook in courses on matrix algebra for statisticians, econometricians and mathematicians as well. Some of the new developments of linear models are given in some detail using results of matrix algebra.
目次
- Vector spaces
- unitary and Euclidean spaces
- linear transformations and matrices
- some characteristics of matrices
- factorization of matrices
- operations on matrices
- projectors and idempotent operators
- generalized inverses
- majorization
- inequalities for Eigenvalues
- matrix approximations
- optimization problems in statistics and econometrics
- quadratic subspaces
- inequalities in statistics and econometrics
- total least squares and regression.
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