Matrix Algebra From a Statisticians Perspective

This book offers thorough and unified coverage of the fundamental concepts of matrix algebra. Its approach will make it particularly suited to those with an interest in statistics or related disciplines. But it does much more, too: it is enlightening in specialized areas of statistics such as linear statistical models and multivariate analysis. David Harville, a former associate editor of the Journal of the American Statistical Association, ensures that the style and level of presentation make the contents accessible to a broad audience. It includes a number of very useful results that have, up to now, only been available from relatively obscure sources, and for which detailed proofs are provided. It also contains numerous exercises, the solutions to which can be found in the authors Matrix Algebra: Exercises and Solutions.