Matrix Algebra and Its Applications to Statistics and Econometrics

Matrix Algebra and Its Applications to Statistics and Econometrics

by C. Radhakrishna Rao, M. Bhaskara Rao
     
 

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… See more details below

Overview

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 give in some detail using results of matrix algebra.

Product Details

ISBN-13:
9789810232689
Publisher:
World Scientific Publishing Company, Incorporated
Publication date:
03/28/1998
Edition description:
New Edition
Pages:
556
Product dimensions:
6.38(w) x 9.20(h) x 1.32(d)

Table of Contents

Preface
Notation
Ch. 1Vector Spaces
Ch. 2Unitary and Euclidean Spaces
Ch. 3Linear Transformations and Matrices
Ch. 4Characteristics of Matrices
Ch. 5Factorization of Matrices
Ch. 6Operations on Matrices
Ch. 7Projectors and Idempotent Operators
Ch. 8Generalized Inverses
Ch. 9Majorization
Ch. 10Inequalities for Eigenvalues
Ch. 11Matrix Approximations
Ch. 12Optimization Problems in Statistics and Econometrics
Ch. 13Quadratic Subspaces
Ch. 14Inequalities with Applications in Statistics
Ch. 15Non-Negative Matrices
Ch. 16Miscellaneous Complements
References
Index

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