Matrix tricks for linear statistical models
Subtitle: our personal top twenty
By: Simo Puntanen, George P.H. Styan, Jarkko Isotalo
Contributors: Styan, George Peter Hansbenno; Isotalo, Jarkko
Publisher: Springer
Published: 2011
Place of publication: Berlin; New York
Language: eng
Number of pages: 186
ISBN-13: 9783642104725
Subjects: Linear models (Statistics); Matrix analytic methods
Notes: Includes bibliographical references (p. 439-468) and indexes.
Table of contents: title: Easy column space tricks; title: Easy projector tricks; title: Easy correlation tricks; title: Generalized inverses in a nutshell; title: Rank of the partitioned matrix and the matrix product; title: Rank cancellation rule; title: Sum of orthogonal projectors; title: A decomposition of the orthogonal projector; title: Minimizing cov(y; title: FX); title: BLUE; title: General solution to AYB=C; title: Invariance with respect to the choice of generalized inverse; title: Block-diagonalization and the Schur complement; title: Nonnegative definiteness of a partitioned matrix; title: The matrix Ṁ; title: Disjointness of column spaces; title: Full rank decomposition; title: Eigenvalue decomposition; title: Singular value decomposition; title: The Cauchy-Schwarz inequality; title: Notation; title: List of figures and philatelic items.