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Matrix Algebra From a Statistician's Perspective

Matrix Algebra From a Statistician's Perspective

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Author: David A. Harville
Publisher: Springer
Category: Book

List Price: $64.95
Buy New: $42.22
You Save: $22.73 (35%)



New (21) Used (8) from $42.22

Rating: 5.0 out of 5 stars 8 reviews
Sales Rank: 309954

Media: Paperback
Edition: 1st ed. 1997. 2nd printing
Pages: 636
Number Of Items: 1
Shipping Weight (lbs): 2
Dimensions (in): 9.1 x 6.1 x 1.5

ISBN: 0387783563
Dewey Decimal Number: 519
EAN: 9780387783567

Publication Date: June 27, 2008
Availability: Usually ships in 1-2 business days

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Editorial Reviews:

Product Description
This book presents matrix algebra in a way that is well-suited for those with an interest in statistics or a related discipline. It provides thorough and unified coverage of the fundamental concepts along with the specialized topics encountered in areas of statistics such as linear statistical models and multivariate analysis. It includes a number of very useful results that have only been available from relatively obscure sources. Detailed proofs are provided for all results. The style and level of presentation are designed to make the contents accessible to a broad audience. The book is essentially self-contained, though it is best-suited for a reader who has had some previous exposure to matrices (of the kind that might be acquired in a beginning course on linear or matrix algebra). It includes exercises, it can serve as the primary text for a course on matrices or as a supplementary text in courses on such topics as linear statistical models or multivariate analysis, and it will be a valuable reference.


Customer Reviews:   Read 3 more reviews...

5 out of 5 stars Execllent reference, even for non-statisticians   July 18, 2002
14 out of 14 found this review helpful

I am not a statistician, but this book has been my major reference on matrix algebra since I got it. The presentation is a bit dense, but I want to point out that the author actually presents the proofs to essentially _all_ theorems in the book. Perhaps this explains the style. As for the content, I find this book very comprehensive in my experience. But the dense page-setting of the book actually makes it visually challenging to locate a result. I also note that there are extensive exercises at the end of every chapter, although I probably won't use this as a textbook for my students.


5 out of 5 stars An excellent book on matrices   October 4, 2000
17 out of 18 found this review helpful

This book is a true rarity. The exposition is very mathematical, and, therefore, many mathematicians (interested in matrix algebra) will find this book very useful and interesting. The exposition is clear, and quite complete. Of great interest are topics such as idempotent matrices, differentiation of matrices, invertibility.


5 out of 5 stars Solid and understandable guide to matrix algebra   September 23, 2005
Scott Miller (Charleston, SC)
13 out of 16 found this review helpful

I am a PhD level graduate student who has never had a matrix algebra course. I got this book to help with a Linear Models course I am currently taking. The book is very helpful, and provides a solid background in the first few chapters before building on them for more complex results. Definitely a good reference to have nearby.


5 out of 5 stars An excellent reference for people who need something more than an introduction   October 12, 2007
Steven L. Scott
2 out of 2 found this review helpful

There are tons of books on linear algebra, but very few with the scope of this one. Researchers facing any non-trivial task in linear algebra would do well to look here first. There are, for example, chapters on how vectorizing matrices (by stacking the columns) relates to Kronecker products, and taking derivatives of matrix functions. If you need to take the derivative of the determinant of a matrix with respect to its inverse, look no further. I wish the book was typeset better, but the content is fantastic.


5 out of 5 stars A very good book   November 23, 2008
Savvas Papadopoulos (Greece)
This book is a very comprehensive and useful book. This is going to be a companion to graduate students in statistics, econometrics, etc. The price is also good according to its quality and quantity. Dr. Harville was one of my professor (one of the best) at Iowa State University and it is very nice that his long teaching experience produced this excellent book. Congratulations to him. Savas Papadopoulos.

 
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