Regression and the Moore-Penrose pseudoinverse
Matrix inversion Regression analysis sähkökirjat
Academic Press
1972
EISBN 9780080956039
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.
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.
