Matrix Tricks for Linear Statistical Models [recurso electrónico] : Our Personal Top Twenty / by Simo Puntanen, George P. H. Styan, Jarkko Isotalo.
Tipo de material: TextoEditor: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011Descripción: XVII, 486 p. online resourceTipo de contenido: text Tipo de medio: computer Tipo de portador: online resourceISBN: 9783642104732Tema(s): Statistics | Mathematical statistics | Statistics | Statistical Theory and MethodsFormatos físicos adicionales: Printed edition:: Sin títuloClasificación CDD: 519.5 Clasificación LoC:QA276-280Recursos en línea: Libro electrónicoTipo de ítem | Biblioteca actual | Colección | Signatura | Copia número | Estado | Fecha de vencimiento | Código de barras |
---|---|---|---|---|---|---|---|
Libro Electrónico | Biblioteca Electrónica | Colección de Libros Electrónicos | QA276 -280 (Browse shelf(Abre debajo)) | 1 | No para préstamo | 373804-2001 |
Navegando Biblioteca Electrónica Estantes, Código de colección: Colección de Libros Electrónicos Cerrar el navegador de estanterías (Oculta el navegador de estanterías)
QA276 -280 Experimental Methods for the Analysis of Optimization Algorithms | QA276 -280 Data Analysis and Classification | QA276 -280 International Encyclopedia of Statistical Science | QA276 -280 Matrix Tricks for Linear Statistical Models | QA276 -280 Classification as a Tool for Research | QA276 -280 Analysing Seasonal Health Data | QA276 -280 Induzione e statistica |
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.
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.
19