Projection matrices, generalized inverse matrices, and singular value decomposition

Aside from distribution theory, projections and the singular value decomposition (SVD) are the two most important concepts for understanding the basic mechanism of multivariate analysis. The former underlies the least squares estimation in regression analysis, which is essentially a projection of on...

Celý popis

Podrobná bibliografie
Hlavní autor: Yanai, Haruo 1940-
Korporativní autor: SpringerLink (Online service)
Další autoři: Takeuchi, Kei 1933-, Takane, Yoshio
Médium: Electronic Resource
Jazyk:English
Vydáno: New York Springer 2011
Edice:Statistics for social and behavioral sciences
Témata:
On-line přístup:Available for University of the Philippines Diliman via SpringerLink. Click here to access