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Linear Algebra and Matrix Analysis for Statistics

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Linear Algebra and Matrix Analysis for Statistics - Banerjee, Sudipto, and Roy, Anindya
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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 ...

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Linear Algebra and Matrix Analysis for Statistics 2014, CRC Press, Oxford

ISBN-13: 9781420095388

Hardcover