Matrix tricks for linear statistical models : our personal top twenty

In teaching linear statistical models to first-year graduate students or to final-year undergraduate students there is no way to proceed smoothly without matrices and related concepts of linear algebra; their use is really essential. Our experience is that making some particular matrix tricks very f...

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Päätekijät: Puntanen, Simo, Styan, George P. H. (Tekijä), Isotalo, Jarkko (Tekijä)
Aineistotyyppi: Livre numérique
Kieli:Anglais
Julkaistu: Berlin, Heidelberg : Springer Berlin Heidelberg 2011.
Cham : Springer Nature
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Accès Université d'Orléans
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Huomautus: Archives Springer e-books (Licence nationale)
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Edition sous un autre format:• Matrix Tricks for Linear Statistical Models, Texte imprimé, 9783642104725
• Matrix Tricks for Linear Statistical Models, Texte imprimé, 9783642104749
• Matrix Tricks for Linear Statistical Models, Texte imprimé, 9783642447594
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100 1 |a Puntanen, Simo. 
245 1 0 |a Matrix tricks for linear statistical models :  |b our personal top twenty   |c by Simo Puntanen, George P. H. Styan, Jarkko Isotalo. 
260 |a Berlin, Heidelberg :  |b Springer Berlin Heidelberg. 
260 |a Cham :  |b Springer Nature,  |c 2011. 
500 |a Archives Springer e-books (Licence nationale) 
500 |a Archives Springer e-books (Licence nationale) 
505 0 |a Introduction -- Easy Column Space Tricks -- Easy Projector Tricks -- Easy Correlation Tricks -- Generalized Inverses in a Nutshell -- Rank of the Partitioned Matrix and the Matrix Product -- Rank Cancellation Rule -- Sum of Orthogonal Projector -- Minimizing cov(y - Fx) -- BLUE -- General Solution to AYB = C -- Invariance with Respect to the Choice of Generalized Inverse -- Block-Diagonalization and the Schur Complement -- Nonnegative Definiteness of a Partitioned Matrix -- The Matrix M -- Disjointness of Column Spaces -- Full Rank Decomposition -- Eigenvalue Decomposition -- Singular Value Decomposition -- The Cauchy-Schwarz Inequality -- Notation -- References -- Author Index -- Subject Index. 
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506 |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. chttps://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 
520 |a In teaching linear statistical models to first-year graduate students or to final-year undergraduate students there is no way to proceed smoothly without matrices and related concepts of linear algebra; their use is really essential. Our experience is that making some particular matrix tricks very familiar to students can substantially increase their insight into linear statistical models (and also multivariate statistical analysis). In matrix algebra, there are handy, sometimes even very simple tricks which simplify and clarify the treatment of a problem both for the student and for the professor. Of course, the concept of a trick is not uniquely defined by a trick we simply mean here a useful important handy result. In this book we collect together our Top Twenty favourite matrix tricks for linear statistical models. 
700 1 |a Styan, George P. H.  |4 aut 
700 1 |a Isotalo, Jarkko.  |4 aut 
760 0 |t Mathematics and Statistics 
776 0 |t Matrix Tricks for Linear Statistical Models  |b Texte imprimé  |z 9783642104725 
776 0 |t Matrix Tricks for Linear Statistical Models  |b Texte imprimé  |z 9783642104749 
776 0 |t Matrix Tricks for Linear Statistical Models  |b Texte imprimé  |z 9783642447594 
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