Название: A Matrix Handbook for Statisticians
Автор: George A. F. Seber
Издательство: Wiley-Interscience
Год: 2008
Формат: pdf
Страниц: 593
Для сайта: litgu.ru
Размер: 27,15 МБ
Язык: english
This book emphasizes computational statistics and algorithms and includes numerous references to both the theory behind the methods and the applications of the methods. Each chapter consists of four parts: a definition followed by a list of results, a short list of references to related topics in the book (since some overlap is unavoidable), one or more references to proofs, and references to applications. Topics include special matrices, non-negative matrices, special products and operators, Jacobians, partitioned and patterned matrices, matrix approximation, matrix optimization, multiple integrals and multivariate distributions, linear and quadratic forms, etc.