2. Matrices, Vector Spaces

  1. Alexander Basilevsky

Published Online: 27 MAY 2008

DOI: 10.1002/9780470316894.ch2

Statistical Factor Analysis and Related Methods: Theory and Applications

Statistical Factor Analysis and Related Methods: Theory and Applications

How to Cite

Basilevsky, A. (1994) Matrices, Vector Spaces, in Statistical Factor Analysis and Related Methods: Theory and Applications, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470316894.ch2

Author Information

  1. Department of Mathematics & Statistics, The University of Winnipeg, Winnipeg, Manitoba, Canada

Publication History

  1. Published Online: 27 MAY 2008
  2. Published Print: 7 JUN 1994

ISBN Information

Print ISBN: 9780471570820

Online ISBN: 9780470316894

SEARCH

Keywords:

  • matrices;
  • vector spaces;
  • factor analysis;
  • multivariate models;
  • factor model

Summary

The prelims comprise:

  • Introduction

  • Linear, Quadratic Forms

  • Multivariate Differentiation

  • Grammian Association Matrices

  • Transformation of Coordinates

  • Latent Roots and Vectors of Grammian Matrices

  • Rotation of Quadratic Forms

  • Elements of Multivariate Normal Theory

  • Thc Ktonecker Product

  • Simultaneous Decomposition of Two Grammian Matrices

  • The Complex Muitivariate Normal Distribution