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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Bibliografische gegevens
Hoofdauteur: Yanai, Haruo 1940-
Coauteur: SpringerLink (Online service)
Andere auteurs: Takeuchi, Kei 1933-, Takane, Yoshio
Formaat: Electronic Resource
Taal:Engels
Gepubliceerd in: New York Springer 2011
Reeks:Statistics for social and behavioral sciences
Onderwerpen:
Online toegang:Available for University of the Philippines Diliman via SpringerLink. Click here to access