Matrix Algebra From a Statistician’s Perspective

Matrix Algebra From a Statistician’s Perspective

1997 | David A. Harville
The book "Matrix Algebra from a Statistician’s Perspective" by David A. Harville is a comprehensive guide to matrix algebra, tailored for statisticians and those interested in related fields. It emphasizes the practical applications of matrix algebra in linear statistical models and multivariate analysis, areas where a strong understanding of matrix theory is essential. The book aims to bridge the gap between introductory courses in matrix algebra and advanced topics in statistics, providing a self-contained and accessible treatment of the subject. Key features of the book include: - Extensive coverage of topics such as linear spaces, generalized inverses, eigenvalues, and eigenvectors. - Detailed discussions on non-standard topics like matrix differentiation, the vec and vech operators, and the minimization of second-degree polynomials subject to linear constraints. - A focus on real matrices, which are more relevant in statistical applications. - Avoidance of abbreviations and acronyms to make the content more accessible to non-mathematicians. - Proofs for most results, enhancing the book's utility as a reference. - A structure that allows for selective reading, with chapters and sections designed to be read in any order. The book is intended to serve as a companion text for courses on linear statistical models and as a primary or supplementary text for advanced courses in matrix algebra. It also serves as a valuable reference for statisticians and professionals in related fields.The book "Matrix Algebra from a Statistician’s Perspective" by David A. Harville is a comprehensive guide to matrix algebra, tailored for statisticians and those interested in related fields. It emphasizes the practical applications of matrix algebra in linear statistical models and multivariate analysis, areas where a strong understanding of matrix theory is essential. The book aims to bridge the gap between introductory courses in matrix algebra and advanced topics in statistics, providing a self-contained and accessible treatment of the subject. Key features of the book include: - Extensive coverage of topics such as linear spaces, generalized inverses, eigenvalues, and eigenvectors. - Detailed discussions on non-standard topics like matrix differentiation, the vec and vech operators, and the minimization of second-degree polynomials subject to linear constraints. - A focus on real matrices, which are more relevant in statistical applications. - Avoidance of abbreviations and acronyms to make the content more accessible to non-mathematicians. - Proofs for most results, enhancing the book's utility as a reference. - A structure that allows for selective reading, with chapters and sections designed to be read in any order. The book is intended to serve as a companion text for courses on linear statistical models and as a primary or supplementary text for advanced courses in matrix algebra. It also serves as a valuable reference for statisticians and professionals in related fields.
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Understanding Matrix Algebra From a Statistician's Perspective