Matrix algebra useful for statistics /

This book addresses matrix algebra that is useful in the statistical analysis of data as well as within statistics as a whole. The material is presented in an explanatory style rather than a formal theorem-proof format and is self-contained. Featuring numerous applied illustrations, numerical exampl...

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Bibliographic Details
Main Authors: Searle, S. R. Shayle R., 1928
Group Author: Khuri, André I., 1940
Published: John Wiley & Sons, Inc.,
Publisher Address: Hoboken, New Jersey :
Publication Dates: [2017]
Literature type: Book
Language: English
Edition: Second edition.
Series: Wiley series in probability and statistics
Subjects:
Summary: This book addresses matrix algebra that is useful in the statistical analysis of data as well as within statistics as a whole. The material is presented in an explanatory style rather than a formal theorem-proof format and is self-contained. Featuring numerous applied illustrations, numerical examples, and exercises, the book has been updated to include the use of SAS, MATLAB, and R for the execution of matrix computations.
Carrier Form: xxxi, 480 pages : illustrations, charts ; 26 cm.
Bibliography: Includes bibliographical references and index.
ISBN: 1118935144 (hardback) :
9781118935149 (hardback)
Index Number: QA188
CLC: O151.21
Call Number: O151.21/S439/2nd ed.
Contents: Introduction -- Vector spaces, subspaces, and linear transformations -- Matrix notation and terminology -- Determinants -- Operations -- Special matrices -- Eigenvalues and eigenvectors -- Diagonalization of matrices -- Generalized inverses -- Matrix calculus -- Multivariate distributions and quadratic forms -- Matrix algebra of full-rank linear models -- Less-than-full-rank linear models -- Analysis of balanced linear models using direct products of matrices -- Multiresponse models -- SAS/IML -- Use of MATLAB in matrix computations -- Use of R in matrix computations.