| Description |
xix, 535 pages ; 23 cm |
|
xix, 535 pages ; 23cm |
| Contents |
Ch. 1. Vector Spaces -- Ch. 2. Unitary and Euclidean Spaces -- Ch. 3. Linear Transformations and Matrices -- Ch. 4. Characteristics of Matrices -- Ch. 5. Factorization of Matrices -- Ch. 6. Operations on Matrices -- Ch. 7. Projectors and Idempotent Operators -- Ch. 8. Generalized Inverses -- Ch. 9. Majorization -- Ch. 10. Inequalities for Eigenvalues -- Ch. 11. Matrix Approximations -- Ch. 12. Optimization Problems in Statistics and Econometrics -- Ch. 13. Quadratic Subspaces -- Ch. 14. Inequalities with Applications in Statistics -- Ch. 15. Non-Negative Matrices -- Ch. 16. Miscellaneous Complements |
| Summary |
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 |
| Notes |
Description based upon print version of record |
| Bibliography |
Includes bibliographical references (pages 519-528) and index |
|
Includes bibliographical references and index |
| Notes |
English |
| Subject |
Econometrics.
|
|
Matrices.
|
|
Statistics.
|
| Author |
Bhaskara Rao, M.
|
| LC no. |
98005596 |
| ISBN |
9810232683 (alk. paper) |
|
