A knowledge of matrix algebra is a prerequisite for the study of much of modern statistics, especially the areas of linear statistical models and multivariate statistics. This reference book provides the background in matrix algebra necessary to do research and understand the results in these areas. Essentially self-contained, the book is best-suited for a reader who has had some previous exposure to matrices. Solultions to the exercises are available in the author's "Matrix Algebra: Exercises and Solutions."
From a review:
THE AUSTRALIAN AND NEW ZEALAND JOURNAL OF STATISTICS
"This is a book that will be welcomed by many statisticians at most stages of professional development. ...It is essentially a carefully sequenced and tightly interlocking collections of proofs in an elementary, though very pure mathematical style."
THE AUSTRALIAN AND NEW ZEALAND JOURNAL OF STATISTICS
"This is a book that will be welcomed by many statisticians at most stages of professional development. ...It is essentially a carefully sequenced and tightly interlocking collections of proofs in an elementary, though very pure mathematical style."