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A Matrix Handbook for Statisticians - Wiley Series in Probability and Statistics (Hardback)
  • A Matrix Handbook for Statisticians - Wiley Series in Probability and Statistics (Hardback)
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A Matrix Handbook for Statisticians - Wiley Series in Probability and Statistics (Hardback)

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£133.00
Hardback 560 Pages / Published: 18/12/2007
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A comprehensive, must-have handbook of matrix methods with a unique emphasis on statistical applications

This timely book, A Matrix Handbook for Statisticians, provides a comprehensive, encyclopedic treatment of matrices as they relate to both statistical concepts and methodologies. Written by an experienced authority on matrices and statistical theory, this handbook is organized by topic rather than mathematical developments and includes numerous references to both the theory behind the methods and the applications of the methods. A uniform approach is applied to each chapter, which contains four parts: a definition followed by a list of results; a short list of references to related topics in the book; one or more references to proofs; and references to applications. The use of extensive cross-referencing to topics within the book and external referencing to proofs allows for definitions to be located easily as well as interrelationships among subject areas to be recognized.

A Matrix Handbook for Statisticians addresses the need for matrix theory topics to be presented together in one book and features a collection of topics not found elsewhere under one cover. These topics include:

Complex matrices

A wide range of special matrices and their properties

Special products and operators, such as the Kronecker product

Partitioned and patterned matrices

Matrix analysis and approximation

Matrix optimization

Majorization

Random vectors and matrices

Inequalities, such as probabilistic inequalities

Additional topics, such as rank, eigenvalues, determinants, norms, generalized inverses, linear and quadratic equations, differentiation, and Jacobians, are also included. The book assumes a fundamental knowledge of vectors and matrices, maintains a reasonable level of abstraction when appropriate, and provides a comprehensive compendium of linear algebra results with use or potential use in statistics. A Matrix Handbook for Statisticians is an essential, one-of-a-kind book for graduate-level courses in advanced statistical studies including linear and nonlinear models, multivariate analysis, and statistical computing. It also serves as an excellent self-study guide for statistical researchers.

Publisher: John Wiley and Sons Ltd
ISBN: 9780471748694
Number of pages: 560
Weight: 982 g
Dimensions: 243 x 166 x 37 mm


MEDIA REVIEWS
"This book maintains its uniqueness among the competition through its extensive referencing to proofs and comprehensive coverage of topics not found in any other one book." ( International Statistical Review, Dec 2008)

"This is an authoritative and comprehensive reference that will be useful to researchers who need to use the results of matrix analysis in their work. It would also be a useful addition to the reference collection of any mathematical library." (MAA Review, March 2008)

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