Part of the Duxbury Classic series, Franklin A. Graybills MATRICES WITH APPLICATIONS TO STATISTICS focuses primarily on matrices as they relate to areas of multivariate analysis and the linear model. This seminal work is a time tested, authoritative resource for both students and researchers.
Not just for statisticians, this is an excellent general reference for matrix and linear transformation theory. As one example, the book has an extensive section on the trace, which is barely mentioned in most linear algebra texts. The exposition is brief--many theorems are not proved, or left as exercises. But the coverage is very broad; this is primarily intended as a reference, not an introduction to the subject. The author provides many brief pointers to statistical applications; for more details, one would need something like Graybill's book on linear statistical models.
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