Projections and generalized inverses in the general linear model.
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Projections and generalized inverses in the general linear model. by Timo MaМ€kelaМ€inen

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Published by Societas scientiarum Fennica in Helsinki .
Written in English


  • Matrices.,
  • Least squares.,
  • Estimation theory.

Book details:

Edition Notes

SeriesCommentationes physico-mathematicae, v. 38, nr. 3, Commentationes physico-mathematicae ;, v. 38, nr. 3.
LC ClassificationsQ60 .F555 vol. 38, nr. 3
The Physical Object
Pagination13-25 p.
Number of Pages25
ID Numbers
Open LibraryOL4370753M
LC Control Number78552914

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Th e articles contained herein are on the following general topics: ‘matrices in graph theory’, ‘generalized inverses of matrices’, ‘matrix methods in statistics’ and ‘magic squares’. A Primer on Linear Models presents a unified, thorough, and rigorous development of the theory behind the statistical methodology of regression and analysis of variance (ANOVA). It seamlessly incorporates these concepts using non-full-rank design matrices and emphasizes the exact, finite sample theory supporting common statistical methods. With coverage steadily progressing in complexity, the. The field of generalized inverses has grown much since the appearance of the first edition in , and is still growing. This book accounts for these developments while maintaining the informal and leisurely style of the first edition. New material has been added, including a chapter on applications, an appendix on the work of E.H. Moore, new. () Model Selection Criteria for a Linear Model to Solve Discrete Ill-Posed Problems on the Basis of Singular Decomposition and Random Projection. Cybernetics and Systems Analysis , () Small-sample statistical condition estimation of large-scale generalized eigenvalue problems.

  Generalized Inverses of Matrices A matrix has an inverse only if it is square, and even then only if it is nonsingular or, in other words, if its columns (or rows) are linearly in- pendent. In recent years needs have been felt in numerous areas of applied mathematics for some kind of partial inverse of a matrix that is singular or even rectangular. R. B. Bapat, Generalized inverses with proportional minors, Linear Algebra and its Applications (), 27– , Moore–Penrose inverse of the incidence matrix of a tree, Linear and Multilinear Algebra 42 (), no. 2, – , Structure of a nonnegative regular matrix and its generalized inverses, Linear Algebra and its. () The general Gauss-Markov model with possibly singular dispersion matrix. Statistical Papers , We put a great deal of emphasis on the generalized inverse and its applications. This amounts to avoiding the “geometric” or the “projections” approach that is favored by some authors and taking recourse to a more algebraic approach. Partly as a personal bias, I feel that the geometric approach works well in providing an.

On the Perturbation of Pseudo-Inverses, Projections and Linear Least Squares Problems H-1 --> H-2 be a bounded linear operator with the generalized inverse T+. in the classical linear. Statistical applications. Functions of matrices. 6. GENERALIZED INVERSE; CONDITIONAL INVERSE. Introduction. Definition and basic theorems of generalized inverse. Systems of linear equations. Generalized inverses for special matrices. Computing formulas for the g-inverse. Conditional inverse. Hermite form of matrices. 7. SYSTEMS OF LINEAR EQUATIONS. Generalized Inverses of Linear Transformations provides comprehensive coverage of the mathematical theory of generalized inverses coupled with a wide range of important and practical applications that includes topics in electrical and computer engineering, control and optimization, computing and numerical analysis, statistical estimation, and.   According to the preface, the purpose of the book is to provide a rigorous introduction to the basic aspects of the theory of linear estimation and hypothesis testing by extensive use of matrix algebra, with special references to rank and generalized inverse matrices (g-inverses for short).