Matrix Algebra & Its Applications to Statistics & Econometrics

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9789810232689: Matrix Algebra & Its Applications to Statistics & Econometrics
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Written by two top statisticians with experience in teaching matrix methods for applications in statistics, econometrics and related areas, this book provides a comprehensive treatment of the latest techniques in matrix algebra. A well-balanced approach to discussing the mathematical theory and applications to problems in other areas is an attractive feature of the book. It can be used as a textbook in courses on matrix algebra for statisticians, econometricians and mathematicians as well. Some of the new developments of linear models are given in some detail using results of matrix algebra.

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Review:

"I recommend this book for its extensive coverage of topics not easily found elsewhere and for its focus on applications." -- Mathematical Abstracts 1999

"The book is an excellent source on linear algebra, matrix theory and applications in statistics and econometrics." -- Statistical Papers 2000

Readers that would benefit: statisticians who want to systematically improve their knowledge of the theory and skills in manipulating matrices. -- Journal of the American Statistical Association, Jun 2003

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