Linear Algebra and Matrix Analysis for Statistics.

Linear Algebra and Matrix Analysis for Statistics.

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Bibliographic Details
Author / Creator:	Banerjee, Sudipto.
Imprint:	Hoboken : CRC Press, 2014.
Description:	1 online resource (578 pages)
Language:	English
Series:	Chapman & Hall/CRC Texts in Statistical Science Chapman & Hall/CRC Texts in Statistical Science.
Subject:	Algebras, Linear. Matrices. Mathematical statistics. Algebras, Linear Mathematical statistics Matrices
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/13636557

Hidden Bibliographic Details
Other authors / contributors:	Roy, Anindya.
ISBN:	9781482248241 1482248247
Notes:	Print version record.
Summary:	Matrices, Vectors, and Their OperationsBasic definitions and notations Matrix addition and scalar-matrix multiplication Matrix multiplication Partitioned matricesThe ""trace"" of a square matrix Some special matricesSystems of Linear EquationsIntroduction Gaussian elimination Gauss-Jordan elimination Elementary matrices Homogeneous linear systems The inverse of a matrixMore on Linear EquationsThe LU decompositionCrout's Algorithm LU decomposition with row interchanges The LDU and Cholesky factorizations Inverse of partitioned matrices The LDU decomposition for partitioned matricesThe Sherman-W
Other form:	Print version: Banerjee, Sudipto. Linear Algebra and Matrix Analysis for Statistics. Hoboken : CRC Press, ©2014 9781420095388

Description
Summary:	Assuming no prior knowledge of linear algebra, this self-contained text offers a gradual exposition to linear algebra without sacrificing the rigor of the subject. It presents both the vector space approach and the canonical forms in matrix theory. The book covers important topics in linear algebra that are useful for statisticians, including the concept of rank, the fundamental theorem of linear algebra, projectors, and quadratic forms. It also provides an extensive collection of exercises on theoretical concepts and numerical computations.
Physical Description:	1 online resource (578 pages)
ISBN:	9781482248241 1482248247