|
" Matrix tricks for linear statistical models : "
Simo Puntanen, George P.H. Styan, Jarkko Isotalo
| Document Type
|
:
|
BL
|
| Record Number
|
:
|
690708
|
| Doc. No
|
:
|
b512897
|
| Main Entry
|
:
|
Puntanen, Simo
|
| Title & Author
|
:
|
Matrix tricks for linear statistical models : : our personal top twenty /\ Simo Puntanen, George P.H. Styan, Jarkko Isotalo
|
| Publication Statement
|
:
|
Berlin ;London :: Springer,, [2011]
|
|
|
:
|
, ©2011
|
| Page. NO
|
:
|
xvii, 486 pages :: illustrations,; 24 cm
|
| ISBN
|
:
|
364210472X
|
|
|
:
|
: 9783642104725
|
| Bibliographies/Indexes
|
:
|
Includes bibliographical references (pages 439-468) and indexes
|
| Contents
|
:
|
Easy column space tricks -- Easy projector tricks -- Easy correlation tricks -- Generalized inverses in a nutshell -- Rank of the partitioned matrix and the matrix product -- Rank cancellation rule -- Sum of orthogonal projectors -- A decomposition of the orthogonal projector -- Minimizing cov(y--FX) -- BLUE -- General solution to AYB=C -- Invariance with respect to the choice of generalized inverse -- Block-diagonalization and the Schur complement -- Nonnegative definiteness of a partitioned matrix -- The matrix Ṁ -- Disjointness of column spaces -- Full rank decomposition -- Eigenvalue decomposition -- Singular value decomposition -- The Cauchy-Schwarz inequality -- Notation -- List of figures and philatelic items
|
| Subject
|
:
|
Linear models (Statistics)
|
| Subject
|
:
|
Matrix analytic methods
|
| Dewey Classification
|
:
|
519.535
|
| LC Classification
|
:
|
QA276.P88 2011
|
| Added Entry
|
:
|
Isotalo, Jarkko
|
|
|
:
|
Styan, George Peter Hansbenno
|
| |