Matrix Tricks for Linear Statistical Models: Our Personal Top Twenty

Simo Puntanen, George P.H. Styan, Jarkko Isotalo

    Research output: Book/ReportBookScientificpeer-review

    Original languageEnglish
    Place of PublicationHeidelberg
    PublisherSpringer
    ISBN (Print)978-3-642-10472-5
    Publication statusPublished - 2011
    Publication typeC1 Separate scientific books

    Keywords

    • Best linear unbiased estimation
    • Cauchy--Schwarz inequality
    • Gauss--Markov model
    • L\owner ordering
    • Schur complement
    • column space
    • eigenvalue decomposition
    • estimability
    • generalized inverse
    • idempotent matrix
    • linear model
    • linear regression
    • matrix inequalities
    • oblique projector
    • ordinary least squares
    • orthogonal projector
    • partitioned linear model
    • partitioned matrix
    • rank cancellation rule
    • reduced linear model
    • singular value decomposition""

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