Matrix Algebra And Its Applications To Statistics And Econometrics

Download or read book Matrix Algebra And Its Applications To Statistics And Econometrics written by Calyampudi Radhakrishna Rao and published by World Scientific. This book was released on 1998-07-10 with total page 564 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by two top statisticians with experience in teaching matrix methods for applications in statistics, econometrics and related areas, this book provides a comprehensive treatment of the latest techniques in matrix algebra. A well-balanced approach to discussing the mathematical theory and applications to problems in other areas is an attractive feature of the book. It can be used as a textbook in courses on matrix algebra for statisticians, econometricians and mathematicians as well. Some of the new developments of linear models are given in some detail using results of matrix algebra.