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A Matrix Handbook for Statisticians~tqw~ darksiderg

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A Matrix Handbook for Statisticians
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Type.................: Ebook
Part Size............: 28,473,306 bytes

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Posted by............: ~tqw~

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Release Notes
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This timely book, A Matrix Handbook for Statisticians, provides a comprehensive,
encyclopedic treatment of matrices as they relate to both statistical concepts
and methodologies. Written by an experienced authority on matrices and
statistical theory, this handbook is organized by topic rather than mathematical
developments and includes numerous references to both the theory behind the
methods and the applications of the methods. A uniform approach is applied to
each chapter, which contains four parts: a definition followed by a list of
results; a short list of references to related topics in the book; one or more
references to proofs; and references to applications. The use of extensive
cross-referencing to topics within the book and external referencing to proofs
allows for definitions to be located easily as well as interrelationships among
subject areas to be recognized.

Table Of Contents

Preface.
1. Notation.
2. Vectors, Vector Spaces, and Convexity.
3. Rank.
4. Matrix Functions: Inverse, Transpose, Trace, Determinant, and Norm.
5. Complex, Hermitian, and Related Matrices.
6. Eigenvalues, Eigenvectors, and Singular Values.
7. Generalized Inverses.
8. Some Special Matrices.
9. Non-Negative Vectors and Matrices.
10. Positive Definite and Non-negative Definite Matrices.
11. Special Products and Operators.
12. Inequalities.
13. Linear Equations.
14. Partitioned Matrices.
15. Patterned Matrices.
16. Factorization of Matrices.
17. Differentiation and Finite Differences.
18. Jacobians.
19. Matrix Limits, Sequences and Series.
20. Random Vectors.
21. Random Matrices.
22. Inequalities for Probabilities and Random Variables.
23. Majorization.
24. Optimization and Matrix Approximation.
References.
Index.

Product Details

* ISBN: 0471748692
* ISBN-13: 9780471748694
* Format: Hardcover, 576pp
* Publisher: Wiley, John & Sons, Incorporated
* Pub. Date: December 2007

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