Screen LibraryA matrix handbook for statisticians
This book emphasizes computational statistics and algorithms and includes numerous references to both the theory behind the methods and the applications of the methods. Each chapter consists of four parts: a definition followed by a list of results, a sho.
Saved in:
| Main Authors: | |
|---|---|
| Published: |
|
| Literature type: | Electronic eBook |
| Language: | English |
| Series: |
Wiley series in probability and statistics
|
| Subjects: | |
| Online Access: |
http://onlinelibrary.wiley.com/book/10.1002/9780470226797 |
| Summary: |
This book emphasizes computational statistics and algorithms and includes numerous references to both the theory behind the methods and the applications of the methods. Each chapter consists of four parts: a definition followed by a list of results, a sho. |
| Carrier Form: | 1 online resource (xix, 559 pages). |
| Bibliography: | Includes bibliographical references (pages 529-545) and index. |
| ISBN: |
9780470226780 0470226781 9780470226797 047022679X 1281221791 9781281221797 |
| Index Number: | QA188 |
| CLC: | O151.21 |
| Contents: |
A MATRIX HANDBOOK FOR STATISTICIANS; CONTENTS; Preface; 1 Notation; 2 Vectors, Vector Spaces, and Convexity; 3 Rank; 4 Matrix Functions: Inverse, Transpose, Trace, Determinant, and Norm; 5 Complex, Hermitian, and Related Matrices; 6 Eigenvalues, Eigenvectors, and Singular Values; 7 Generalized Inverses; 8 Some Special Matrices; 9 Non-Negative Vectors and Matrices; 10 Positive Definite and Non-negative Definite Matrices; 11 Special Products and Operators; 12 Inequalities; 13 Linear Equations; 14 Partitioned Matrices; 15 Patterned Matrices; 16 Factorization of Matrices; 17 Differentiation. 18 Jacobians19 Matrix Limits, Sequences, and Series; 20 Random Vectors; 21 Random Matrices; 22 Inequalities for Probabilities and Random Variables; 23 Majorization; 24 Optimization and Matrix Approximation; References; Index. |