Linear Algebra and Matrix Analysis for Statistics

Assuming no prior knowledge of linear algebra, this self-contained text offers a gradual exposition to linear algebra without sacrificing the rigor of the subject. It presents both the vector space approach and the canonical forms in matrix theory. The book covers important topics in linear algebra that are useful for statisticians, including the concept of rank, the fundamental theorem of linear algebra, projectors, and quadratic forms. It also provides an extensive collection of exercises on theoretical concepts and numerical computations.

Author: Sudipto Banerjee,Anindya Roy
Publisher: CRC Press
Published: 06/17/2014
Pages: 582
Binding Type: Hardcover
Weight: 2.10lbs
Size: 9.30h x 6.30w x 1.30d
ISBN: 9781420095388