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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| Autres auteurs: | , |
| Format: | Electronic Resource |
| Langue: | anglais |
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New York
Springer
2011
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| Collection: | Statistics for social and behavioral sciences
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| Accès en ligne: | Available for University of the Philippines Diliman via SpringerLink. Click here to access |