Matrix Algebra & Its Applications to Statistics & Econometrics

✍ Scribed by C. Radhakrishna Rao, M. Bhaskara Rao

• Publisher: World Scientific Pub Co Inc
• Year: 1998
• Tongue: English
• Leaves: 557
• Edition: 1st
• Category: Library

✦ Synopsis

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.

Readership: Graduate students, researchers and scientists in economics, biology,
engineering and physics.

✦ Table of Contents

Vector Spaces
Unitary and Euclidean Spaces
Linear Transformations and Matrices
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 with Applications in Statistics
Non-negative Matrices
Miscellaneous Complements