Matrix Algebra and Its Applications to Statistics and Econometrics 论文

摘要

Vector spaces unitary and Euclidean spaces linear transformations and matrices some characteristics of matrices factorization of matrices operations on matrices projectors and idempotent operators generalized inverses majorization inequalities for Eigenvalues matrix approximations optimization problems in statistics and econometrics quadratic subspaces inequalities in statistics and econometrics total least squares and regression.