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Regression and the Moore-Penrose pseudoinverse /

Regression and the Moore-Penrose pseudoinverse.

Bibliographic Details
Call Number:Libro Electrónico
Main Author: Albert, Arthur E.
Format: Electronic eBook
Language:Inglés
Published: New York : Academic Press, 1972.
Series:Mathematics in science and engineering ; v. 94.
Subjects:
Online Access:Texto completo
Texto completo
Texto completo
Table of Contents:
  • Introduction
  • General background material
  • Geometric and analytic properties of the Moore-Penrose pseudoinverse
  • Pseudoinverses of partioned matrices and sums and products of matrices
  • Computational methods
  • The general linear hypothesis
  • Constrained least squares, penalty functions, and BLUE's
  • Recursive computation of least squares estimators
  • Nonnegative definite matrices, conditional expectation, and Kalman filtering.