Matrix Algebra And Its Applications To Statistics And Econometrics
Will be published approx. on 14. July 1998
Book
Hardback
556 pages
978-981-02-3268-9 (ISBN)
Description
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.
More details
Language
English
Place of publication
Singapore
Singapore
Target group
College/higher education
Professional and scholarly
Product notice
sewn/stitched
Cloth over boards
Dimensions
Height: 234 mm
Width: 162 mm
Thickness: 34 mm
Weight
912 gr
ISBN-13
978-981-02-3268-9 (9789810232689)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Persons
Content
Vector spaces; unitary and Euclidean spaces; linear transformations and matrices; some characteristics of matrices; factorization of matrices; operations on matrices; projectors and idempotent operators; generalized inverses; majorization; inequalities for Eigenvalues; matrix approximations; optimization problems in statistics and econometrics; quadratic subspaces; inequalities in statistics and econometrics; total least squares and regression.