Matrix algebra useful for statistics. (English) Zbl 0555.62002

Searle, Shayle R.

Wiley Series in Probability and Mathematical Statistics: Applied Probability and Statistics. New York: John Wiley & Sons, Inc. XXIII, 438 p. (1982).

MSC:

62-01	Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
15-01	Introductory exposition (textbooks, tutorial papers, etc.) pertaining to linear algebra

Keywords:

determinants; inverses; rank; canonical forms; generalized inverses; partitioned matrices; eigenvalues; eigenvectors; regression; linear models; exercises