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Book
Generalized inverse matrices with applications to statistics
Authors: ---
ISBN: 0852641818 9780852641811 Year: 1971 Volume: 28 Publisher: London : Griffin,


Book
Regression and the Moore-Penrose pseudoinverse
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ISBN: 1282290126 9786612290121 0080956033 9780080956039 9781282290129 0120484501 9780120484508 Year: 1972 Volume: 94 Publisher: New York (N.Y.): Academic press


Book
Projection matrices, generalized inverse matrices, and singular value decomposition
Authors: --- ---
ISBN: 1441998861 144199887X Year: 2011 Publisher: New York : Springer,

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Abstract

Aside from distribution theory, projections and the singular value decomposition (SVD) are the two most important concepts for understanding the basic mechanism of multivariate analysis. The former underlies the least squares estimation in regression analysis, which is essentially a projection of one subspace onto another, and the latter underlies principal component analysis, which seeks to find a subspace that captures the largest variability in the original space. This book is about projections and SVD. A thorough discussion of generalized inverse (g-inverse) matrices is also given because it is closely related to the former. The book provides systematic and in-depth accounts of these concepts from a unified viewpoint of linear transformations finite dimensional vector spaces. More specially, it shows that projection matrices (projectors) and g-inverse matrices can be defined in various ways so that a vector space is decomposed into a direct-sum of (disjoint) subspaces. Projection Matrices, Generalized Inverse Matrices, and Singular Value Decomposition will be useful for researchers, practitioners, and students in applied mathematics, statistics, engineering, behaviormetrics, and other fields.

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