Matrix algebra useful for statistics
This book addresses matrix algebra that is useful in the statistical analysis of data as well as within statistics as a whole. The material is presented in an explanatory style rather than a formal theorem-proof format and is self-contained. Featuring numerous applied illustrations, numerical exampl...
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| Hauptverfasser: | , |
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| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, New Jersey
Wiley
[2017]
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| Ausgabe: | Second edition |
| Schriftenreihe: | Wiley series in probability and statistics
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| Schlagworte: | |
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Inhaltsangabe:
- Introduction
- Vector spaces, subspaces, and linear transformations
- Matrix notation and terminology
- Determinants
- Operations
- Special matrices
- Eigenvalues and eigenvectors
- Diagonalization of matrices
- Generalized inverses
- Matrix calculus
- Multivariate distributions and quadratic forms
- Matrix algebra of full-rank linear models
- Less-than-full-rank linear models
- Analysis of balanced linear models using direct products of matrices
- Multiresponse models
- SAS/IML
- Use of MATLAB in matrix computations
- Use of R in matrix computations