Matrix analysis for statistics

Matrix Analysis for Statistics, Second Edition 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. Th...

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שמור ב:
מידע ביבליוגרפי
מחבר ראשי: Schott, James R.
פורמט: ספר
שפה:Undetermined
יצא לאור: Hoboken, N.J. Wiley 2005
נושאים:
תגים: הוספת תג
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תיאור
סיכום:Matrix Analysis for Statistics, Second Edition 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, allowing for a smooth 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, yet rigorous enough for students in statistics, this new edition is the ideal introduction to matrix analysis theory and practice.