Matrix Algebra And Its Applications To Statistics And Econometrics

Matrix Algebra And Its Applications To Statistics And Econometrics book cover

Matrix Algebra And Its Applications To Statistics And Econometrics

Author(s): Calyampudi Radhakrishna Rao (Author), Mareppalli Bhaskara Rao (Author)

  • Publisher: World Scientific Publishing Co Pte Ltd
  • Publication Date: 14 July 1998
  • Language: English
  • Print length: 556 pages
  • ISBN-10: 9810232683
  • ISBN-13: 9789810232689

Book Description

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.

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