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."
* This book presents matrix algebra in a way that is well-suited for those with an interest in statistics or related disciplines * Includes a number of useful results that have previously only been available from relatively obscure sources * Detailed proofs are provided for all results * The style and level of presentation are designed to make the contents accessible to a broad audience --This text refers to the Hardcover edition.
To study this text, some familiarity with linear algebra will be helpful.
It's supposed to be from a statistician's perspective, yet somehow eigenvalues/eigenvectors and the Spectral Theorem aren't touched until 21 chapters in.
The book is very dense and detailed, which makes it an excellent reference book.
I chose this book because of a recommendation from my instructor. Explanations are exceptionally clear and well thought out. Read morePublished 17 months ago by Sherri A. Verdugo
This book is a must to have in your shelf if you deal more than once with matrices. Do not expect to learn from it as from a textbook but it is great as a reference - easy to find... Read morePublished on July 27, 2011 by Vladislavs Dovgalecs
Linear models and multivariate statistics are fundamental topics in statistics. A good understanding of both requires a command of linear algebra. Read morePublished on April 17, 2011 by Sunny
This is a fantastic treatment of advanced matrix algebra that is applicable to many areas such as controls, econometrics, multi-variable stats, optimization, etc. Read morePublished on May 1, 2009 by sp
This book is a very comprehensive and useful book. This is going to be a companion to graduate students in statistics, econometrics, etc. Read morePublished on November 23, 2008 by Savvas Papadopoulos
Buying from Aamazon.com directly instead of from its markplace is a pleasent experience. It is safe and faster delivery. Highly recommend.Published on September 26, 2005 by Y. Li