Advertisement

Matrix Algebra From a Statistician’s Perspective

  • David A. Harville

Table of contents

  1. Front Matter
    Pages i-xvi
  2. David A. Harville
    Pages 1-11
  3. David A. Harville
    Pages 13-22
  4. David A. Harville
    Pages 23-26
  5. David A. Harville
    Pages 27-48
  6. David A. Harville
    Pages 49-53
  7. David A. Harville
    Pages 55-70
  8. David A. Harville
    Pages 71-77
  9. David A. Harville
    Pages 79-105
  10. David A. Harville
    Pages 107-132
  11. David A. Harville
    Pages 133-138
  12. David A. Harville
    Pages 139-160
  13. David A. Harville
    Pages 161-178
  14. David A. Harville
    Pages 179-208
  15. David A. Harville
    Pages 209-287
  16. David A. Harville
    Pages 289-335
  17. David A. Harville
    Pages 337-378
  18. David A. Harville
    Pages 379-417
  19. David A. Harville
    Pages 419-458
  20. David A. Harville
    Pages 497-519
  21. David A. Harville
    Pages 521-588
  22. David A. Harville
    Pages 589-620
  23. David A. Harville
    Pages E1-E3
  24. Back Matter
    Pages 621-634

About this book

Introduction

This book presents matrix algebra in a way that is well-suited for those with an interest in statistics or a related discipline. It provides thorough and unified coverage of the fundamental concepts along with the specialized topics encountered in areas of statistics such as linear statistical models and multivariate analysis. It includes a number of very useful results that have only been available from relatively obscure sources. Detailed proofs are provided for all results. The style and level of presentation are designed to make the contents accessible to a broad audience. The book is essentially self-contained, though it is best-suited for a reader who has had some previous exposure to matrices (of the kind that might be acquired in a beginning course on linear or matrix algebra). It includes exercises, it can serve as the primary text for a course on matrices or as a supplementary text in courses on such topics as linear statistical models or multivariate analysis, and it will be a valuable reference.

David A. Harville is a research staff member emeritus in the Mathematical Sciences Department of the IBM T.J. Watson Research Center. Prior to joining the Research Center, he spent ten years as a mathematical statistician in the Applied Mathematics Research Laboratory of the Aerospace Research Laboratories (at Wright-Patterson, Air Force Base, Ohio), followed by twenty years as a full professor in the Department of Statistics at Iowa State University. He has extensive experience in the area of linear statistical models, having taught (on numberous occasions) M.S.- and Ph.D.-level courses on that topic, having been the thesis adviser of ten Ph.D. students, and having authored more than 70 research articles. His work has been recognized by his having been named a Fellow of the American Statistical Association and of the Institute of Mathematical Statistics, by his election as a member of the International Statistical Institute, and by his having served as an associate editor of Biometrics and of the Journal of the American Statistical Association.

Keywords

Matrix Algebra algebra matrices matrix multivariate statistics quadratic form statistics transformation

Authors and affiliations

  • David A. Harville
    • 1
  1. 1.Mathematical Sciences DepartmentIBM T.J. Watson Research CenterYorktown HeightsUSA

Bibliographic information

Industry Sectors
Pharma
Materials & Steel
Biotechnology
Finance, Business & Banking
Electronics
Telecommunications
Aerospace
Oil, Gas & Geosciences
Engineering