News
about the
Penn State Eberly College of Science
August 26, 1998
World-Renowned Statistician Coauthors New Book
Calyampudi R. Rao, Holder of the Eberly Family Chair in Statistics and director of the Center for Multivariate Analysis, and M. Bhaskara Rao, professor of statistics at North Dakota State University and a frequent visitor to the Center for Multivariate Analysis, have written a new book titled Matrix Algebra and Its Applications to Statistics and Econometrics. The book, published by World Scientific, provides comprehensive coverage of the latest techniques in matrix algebra.
Topics include vector spaces; unitary and euclidean spaces; linear transformations and matrices; characteristics of matrices; factorization of and operations on matrices; projectors and idempotent operators; generalized inverses; majorization; inequalities for eigenvalues; matrix approximations; optimization problems in statistics and econometrics; quadratic subspaces; inequalities with applications in statistics; non-negative matrices; and miscellaneous complements. The book also presents in detail some of the new developments of linear models using results of matrix algebra.
The book can be used as a textbook in courses on matrix algebra for statisticians, econometricians, and mathematicians.
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