ENGLISH

Matrix Tricks for Linear Statistical Models: Our Personal Top Twenty

By Simo Puntanen , George P. H. Styan , Jarkko Isotalo (auth.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2011
ISBN
364210472X, 9783642104725
DOI
10.1007/978-3-642-10473-2
LCC
QA276 .P83 2011
Google Books ID
WweWFKM2SgYC
Open Library ID
OL25155298M
Language
english
Format
PDF
Filesize
82 MB (86370115 bytes)
Edition
1
Pages
486\505
Orientation
yes
Scanned
no
Time added
2012-02-14 18:00:00
Statistical Theory and Methods

Description

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.

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