000 03025nam a22004335i 4500
001 978-3-642-10473-2
003 DE-He213
005 20140220083741.0
007 cr nn 008mamaa
008 110824s2011 gw | s |||| 0|eng d
020 _a9783642104732
_9978-3-642-10473-2
024 7 _a10.1007/978-3-642-10473-2
_2doi
050 4 _aQA276-280
072 7 _aPBT
_2bicssc
072 7 _aMAT029000
_2bisacsh
082 0 4 _a519.5
_223
100 1 _aPuntanen, Simo.
_eauthor.
245 1 0 _aMatrix Tricks for Linear Statistical Models
_h[electronic resource] :
_bOur Personal Top Twenty /
_cby Simo Puntanen, George P. H. Styan, Jarkko Isotalo.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2011.
300 _aXX, 486p. 78 illus., 2 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
505 0 _aIntroduction -- 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 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 M -- Disjointness of Column Spaces -- Full Rank Decomposition -- Eigenvalue Decomposition -- Singular Value Decomposition -- The Cauchy-Schwarz Inequality -- Notation -- References -- Author Index -- Subject Index.
520 _aIn teaching linear statistical models to first-year graduate students or to final-year undergraduate students there is no way to proceed smoothly without matrices and related concepts of linear algebra; their use is really essential. Our experience is that making some particular matrix tricks very familiar to students can substantially increase their insight into linear statistical models (and also multivariate statistical analysis). In matrix algebra, there are handy, sometimes even very simple “tricks” which simplify and clarify the treatment of a problem—both for the student and for the professor. Of course, the concept of a trick is not uniquely defined—by a trick we simply mean here a useful important handy result. In this book we collect together our Top Twenty favourite matrix tricks for linear statistical models.
650 0 _aStatistics.
650 0 _aMathematical statistics.
650 1 4 _aStatistics.
650 2 4 _aStatistical Theory and Methods.
700 1 _aStyan, George P. H.
_eauthor.
700 1 _aIsotalo, Jarkko.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783642104725
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-642-10473-2
912 _aZDB-2-SMA
999 _c106725
_d106725