Matrix Analysis for Statistics

3.5 avg rating
( 4 ratings by Goodreads )
 
9780471669838: Matrix Analysis for Statistics
View all copies of this ISBN edition:
 
 

A complete, self-contained introduction to matrix analysis theory and practice

Matrix methods have evolved from a tool for expressing statistical problems to an indispensable part of the development, understanding, and use of various types of complex statistical analyses. This evolution has made matrix methods a vital part of statistical education. Traditionally, matrix methods are taught in courses on everything from regression analysis to stochastic processes, thus creating a fractured view of the topic. This updated second edition of Matrix Analysis for Statistics offers readers a unique, unified view of matrix analysis theory and methods.

Matrix Analysis for Statistics, Second Edition provides in-depth, step-by-step coverage of the most common matrix methods now used in statistical applications, including eigenvalues and eigenvectors; the Moore-Penrose inverse; matrix differentiation; the distribution of quadratic forms; and more. The subject matter is presented in a theorem/proof format, allowing for a smooth transition from one topic to another. Proofs are easy to follow, and the author carefully justifies every step. Accessible even for readers with a cursory background in statistics, yet rigorous enough for students in statistics, this new edition is the ideal introduction to matrix analysis theory and practice.

The book features:

  • Self-contained chapters, which allow readers to select individual topics or use the reference sequentially
  • Extensive examples and chapter-end practice exercises, many of which involve the use of matrix methods in statistical analyses
  • New material on elliptical distributions and new expanded coverage of such topics as eigenvalue inequalities and matrices partitioned in 2 by 2 form, in particular, results relating the rank, generalized inverse, eigenvalues of such matrices to their submatrices, and much more
  • Optional sections for mathematically advanced readers

"synopsis" may belong to another edition of this title.

From the Publisher:

Written in a theorem-proof format, this accessible text presents a mathematical development of the matrix theory and methods most commonly used in statistical applications. Self-contained chapters allow flexibility in topic choice and the author has made the proofs as easy to follow as possible, justifying every step except those which should be clearly obvious. Selective material such as eigenvalues and eigenvectors, the Moore-Penrose inverse, matrix differentiation, and the distribution of quadratic forms is thoroughly described. Extensive examples and exercises are incorporated at the end of each chapter.

About the Author:

JAMES R. SCHOTT, Professor of Statistics at the University of Central Florida, received his PhD in statistics at the University of Florida. He has published extensively in the area of multivariate analysis with articles appearing in journals such as Biometrika, Journal of the American Statistical Association, and Journal of Multivariate Analysis.

"About this title" may belong to another edition of this title.

Buy New View Book
List Price: US$ 175.00
US$ 94.50

Convert currency

Shipping: US$ 3.99
Within U.S.A.

Destination, rates & speeds

Add to Basket

Other Popular Editions of the Same Title

9780471154099: Matrix Analyis for Statistics (Wiley Series in Probability and Statistics)

Featured Edition

ISBN 10:  0471154091 ISBN 13:  9780471154099
Publisher: Wiley-Interscience, 1996
Hardcover

Top Search Results from the AbeBooks Marketplace

1.

James R. Schott
Published by Wiley-Interscience (2005)
ISBN 10: 0471669830 ISBN 13: 9780471669838
New Hardcover Quantity Available: 1
Seller:
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description Wiley-Interscience, 2005. Hardcover. Condition: New. 2. Seller Inventory # DADAX0471669830

More information about this seller | Contact this seller

Buy New
US$ 94.50
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

2.

James R. Schott
Published by Wiley-Interscience (2005)
ISBN 10: 0471669830 ISBN 13: 9780471669838
New Hardcover Quantity Available: 1
Seller:
Irish Booksellers
(Portland, ME, U.S.A.)
Rating
[?]

Book Description Wiley-Interscience, 2005. Condition: New. book. Seller Inventory # M0471669830

More information about this seller | Contact this seller

Buy New
US$ 97.11
Convert currency

Add to Basket

Shipping: US$ 3.27
Within U.S.A.
Destination, rates & speeds

3.

James R. Schott
ISBN 10: 0471669830 ISBN 13: 9780471669838
New Quantity Available: 1
Seller:
BennettBooksLtd
(San Diego, CA, U.S.A.)
Rating
[?]

Book Description Condition: New. New. Seller Inventory # STR-0471669830

More information about this seller | Contact this seller

Buy New
US$ 124.69
Convert currency

Add to Basket

Shipping: US$ 4.95
Within U.S.A.
Destination, rates & speeds

4.

James R. Schott
Published by Wiley-Interscience (2005)
ISBN 10: 0471669830 ISBN 13: 9780471669838
New Hardcover Quantity Available: 1
Seller:
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

Book Description Wiley-Interscience, 2005. Hardcover. Condition: Brand New. 2nd edition. 456 pages. 9.75x6.50x1.25 inches. In Stock. Seller Inventory # zk0471669830

More information about this seller | Contact this seller

Buy New
US$ 122.71
Convert currency

Add to Basket

Shipping: US$ 9.86
From United Kingdom to U.S.A.
Destination, rates & speeds

5.

Schott, James R.
Published by Wiley-Interscience
ISBN 10: 0471669830 ISBN 13: 9780471669838
New Hardcover Quantity Available: 2
Seller:
SGS Trading Inc
(Franklin Lakes, NJ, U.S.A.)
Rating
[?]

Book Description Wiley-Interscience. Hardcover. Condition: New. 0471669830 New US Edition Textbook, Ships with Emailed Tracking from USA. Seller Inventory # Z0471669830ZN

More information about this seller | Contact this seller

Buy New
US$ 167.87
Convert currency

Add to Basket

Shipping: US$ 3.89
Within U.S.A.
Destination, rates & speeds