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 Info | Berlin ; New York : Springer, |
| Description | xvii, 186 p. : ill. ; 24 cm. |
| Supplemental Content | Full text available from Springer Books |
| Supplemental Content | Full 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 note | Includes bibliographical references (p. 439-468) and indexes. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2011935544 |
| ISBN | 9783642104725 (hbk.) |
| ISBN | 364210472X (hbk.) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |