Overview
A valuable source of information for graduate studies whenever the matrix analysis and/or linear statistics is involved
Useful to the researchers utilizing matrices to deal with problems originating in various sciences, not only statistics
Collected 'Top Twenty' favorite matrix tricks for linear statistical models
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Table of contents (21 chapters)
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Front Matter
Keywords
About this book
In this book we collect together our Top Twenty favourite matrix tricks for linear statistical models.
Reviews
From the reviews:
“It is for everyone who works on the properties of (multivariate) linear statistical models, especially for graduate students in statistics. Also, the book is … for experts who have had an introduction to multivariate models and have a big preference for matrix results. … book is full of recent results and advances of linear algebra related linear statistical models over the last decades. … book has the potential to become a major reference book for further developments of estimators of linear models in the future.” (Wolfgang Polasek, International Statistical Review, Vol. 81 (1), 2013)
“This new book is closely connected with matrices and linear models … . the authors extract from the matrix algebra and theory of linear models twenty key results or ideas which they call ‘tricks’. … This exceptional book can be recommended to all interested students who wish to improve their skills in linear models and matrix manipulations. It can be recommended also to professors teaching statistics who may utilize this book as a rich source of various exercises, references and interesting historical notes.” (Radosław Kala, IMAGE, Issue 48, Spring, 2012)Authors and Affiliations
About the authors
Simo Puntanen earned his PhD in statistics from the University of Tampere (Tampere, Finland) in 1987, where he is now a Docent and Lecturer of Statistics. He has published over 110 research papers in matrix methods for statistics with particular emphasis on linear statistical models. He is currently the book review editor of the International Statistical Review.
George P. H. Styan earned his PhD in mathematical statistics from Columbia University in 1969 and received an Honorary PhD from the University of Tampere in 2000. He is now Professor Emeritus of Mathematics and Statistics at McGill University in Montreal, Canada. He has published over 140 research papers, mostly in matrix methods for statistics, and since 2005, his main interests have focused on magic squares, and mathematical and statistical philately.
Jarkko Isotalo earned his PhD in statistics from the University of Tampere (Tampere, Finland) in 2007, where he is now a Lecturer of Statistics. His main research interests have been linear statistical models, matrix methods for statistics, and computational statistics. He is currently also doing applied research on statistical genetics.
Puntanen, Styan, and Isotalo, knowing just what is expected of authors, would like to agree with P. G. Wodehouse and apologize for childhoods that were as normal as rice-pudding and lives that consisted of little more than sitting in front of the laptop and cursing a bit.
Bibliographic Information
Book Title: Matrix Tricks for Linear Statistical Models
Book Subtitle: Our Personal Top Twenty
Authors: Simo Puntanen, George P. H. Styan, Jarkko Isotalo
DOI: https://doi.org/10.1007/978-3-642-10473-2
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2011
Hardcover ISBN: 978-3-642-10472-5Published: 24 August 2011
Softcover ISBN: 978-3-642-44759-4Published: 01 October 2014
eBook ISBN: 978-3-642-10473-2Published: 24 August 2011
Edition Number: 1
Number of Pages: XVII, 486
Number of Illustrations: 35 b/w illustrations, 35 illustrations in colour
Topics: Statistical Theory and Methods