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A Matrix Handbook for Statisticians <br />
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Type.................: Ebook<br />
Part Size............: 28,473,306 bytes<br />
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Posted by............: ~tqw~<br />
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This timely book, A Matrix Handbook for Statisticians, provides a comprehensive, <br />
encyclopedic treatment of matrices as they relate to both statistical concepts <br />
and methodologies. Written by an experienced authority on matrices and <br />
statistical theory, this handbook is organized by topic rather than mathematical <br />
developments and includes numerous references to both the theory behind the <br />
methods and the applications of the methods. A uniform approach is applied to <br />
each chapter, which contains four parts: a definition followed by a list of <br />
results; a short list of references to related topics in the book; one or more <br />
references to proofs; and references to applications. The use of extensive <br />
cross-referencing to topics within the book and external referencing to proofs <br />
allows for definitions to be located easily as well as interrelationships among <br />
subject areas to be recognized.<br />
<br />
Table Of Contents<br />
<br />
Preface.<br />
1. Notation. <br />
2. Vectors, Vector Spaces, and Convexity. <br />
3. Rank. <br />
4. Matrix Functions: Inverse, Transpose, Trace, Determinant, and Norm. <br />
5. Complex, Hermitian, and Related Matrices. <br />
6. Eigenvalues, Eigenvectors, and Singular Values. <br />
7. Generalized Inverses. <br />
8. Some Special Matrices. <br />
9. Non-Negative Vectors and Matrices. <br />
10. Positive Definite and Non-negative Definite Matrices. <br />
11. Special Products and Operators. <br />
12. Inequalities. <br />
13. Linear Equations. <br />
14. Partitioned Matrices. <br />
15. Patterned Matrices. <br />
16. Factorization of Matrices. <br />
17. Differentiation and Finite Differences. <br />
18. Jacobians. <br />
19. Matrix Limits, Sequences and Series. <br />
20. Random Vectors. <br />
21. Random Matrices. <br />
22. Inequalities for Probabilities and Random Variables. <br />
23. Majorization. <br />
24. Optimization and Matrix Approximation. <br />
References.<br />
Index.<br />
<br />
Product Details<br />
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* ISBN: 0471748692<br />
* ISBN-13: 9780471748694<br />
* Format: Hardcover, 576pp<br />
* Publisher: Wiley, John & Sons, Incorporated<br />
* Pub. Date: December 2007<br />
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