Matrix Algebra and Its Applications to Statistics and Econometrics

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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.
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Product Details

  • ISBN-13: 9789810232689
  • Publisher: World Scientific Publishing Company, Incorporated
  • Publication date: 3/28/1998
  • 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. 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
References
Index
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