Matrix tricks for linear statistical models our personal top twenty / Simo Puntanen, George P.H. Styan, Jarkko Isotalo.

Author/creator Puntanen, Simo
Other author Styan, George Peter Hansbenno.
Other author Isotalo, Jarkko.
Format Electronic
Publication InfoBerlin ; New York : Springer,
Descriptionxvii, 186 p. : ill. ; 24 cm.
Supplemental ContentFull text available from Springer Books
Supplemental ContentFull text available from Springer Nature - Springer Mathematics and Statistics eBooks 2011 English International
Subjects

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.
Bibliography noteIncludes bibliographical references (p. 439-468) and indexes.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2011935544
ISBN9783642104725 (hbk.)
ISBN364210472X (hbk.)

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