By Marvin H. J. Gruber
ISBN-10: 1118592557
ISBN-13: 9781118592557
A self-contained advent to matrix research idea and functions within the box of statistics
Comprehensive in scope, Matrix Algebra for Linear Models bargains a succinct precis of matrix thought and its similar functions to stats, specifically linear versions. The ebook presents a unified presentation of the mathematical homes and statistical purposes of matrices so one can outline and control data.
Written for theoretical and utilized statisticians, the publication makes use of a number of numerical examples to demonstrate key rules, equipment, and methods the most important to figuring out matrix algebra’s program in linear types. Matrix Algebra for Linear Models expertly balances options and techniques taking into consideration a side-by-side presentation of matrix idea and its linear version purposes. together with concise summaries on each one subject, the booklet additionally features:
- Methods of deriving effects from the houses of eigenvalues and the singular worth decomposition
- Solutions to matrix optimization difficulties for acquiring extra effective biased estimators for parameters in linear regression models
- A part at the generalized singular price decomposition
- Multiple bankruptcy routines with chosen solutions to reinforce knowing of the awarded material
Matrix Algebra for Linear Models is a perfect textbook for complicated undergraduate and graduate-level classes on information, matrices, and linear algebra. The booklet can also be an outstanding reference for statisticians, engineers, economists, and readers drawn to the linear statistical model.
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Matrix Algebra for Linear Models by Marvin H. J. Gruber
by Brian
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