A Short Excursion into Matrix Algebra

Wolfgang Karl Härdle and Zdeněk Hlávka
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Wolfgang Karl Härdle: Humboldt-Universität zu Berlin, C.A.S.E. Centre f. Appl. Stat. & Econ. School of Business and Economics
Zdeněk Hlávka: Charles University in Prague, Faculty of Mathematics and Physics Department of Statistics

Chapter Chapter 2 in Multivariate Statistics, 2015, pp 21-26 from Springer

Abstract: Abstract In statistics, data sets mostly come in matrix form and the characteristics of the data can be written in terms of matrix operations. Understanding matrix algebra is crucial for investigating the properties of the observed data, see, e.g., Searle (1982), Lütkepohl (1996), Harville (1997, 2001), Seber (2008), or Puntanen, Styan, & Isotalo (2011).

Keywords: Matrix Algebra; Matrix Operation; Introductory Section; Projection Matrice; Great Simplification (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/978-3-642-36005-3_2

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