James R. Schott ... 552 pages - Publisher: Wiley; 3rd edition (June, 2016) ... Language: English - ISBN-10: 1119092485 - ISBN-13: 978-1119092483 ...
An up-to-date version of the complete, self-contained introduction to matrix analysis theory and practice: Providing accessible and in-depth coverage of the most common matrix methods now used in statistical applications, Matrix Analysis for Statistics, Third Edition features
an easy-to-follow theorem/proof format. Featuring smooth transitions
between topical coverage, the author carefully justifies the
step-by-step process of the most common matrix methods now used in
statistical applications, including eigenvalues and eigenvectors; the
Moore-Penrose inverse; matrix differentiation; and the distribution of
quadratic forms. An ideal introduction to matrix analysis theory and practice, Matrix Analysis for Statistics, Third Edition features: • New chapter or section coverage on inequalities, oblique projections, and antieigenvalues and antieigenvectors • Additional problems and chapter-end practice exercises at the end of each chapter • Extensive examples that are familiar and easy to understand • Self-contained chapters for flexibility in topic choice • Applications of matrix methods in least squares regression and the analyses of mean vectors and covariance matrices. Matrix Analysis for Statistics, Third Edition is
an ideal textbook for upper-undergraduate and graduate-level courses on
matrix methods, multivariate analysis, and linear models. The book is
also an excellent reference for research professionals in applied
statistics.