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...

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Autore principale: Yanai, Haruo 1940-
Ente Autore: SpringerLink (Online service)
Altri autori: Takeuchi, Kei 1933-, Takane, Yoshio
Natura: Electronic Resource
Lingua:English
Pubblicazione: New York Springer 2011
Serie:Statistics for social and behavioral sciences
Soggetti:
Accesso online:Available for University of the Philippines Diliman via SpringerLink. Click here to access