Matrix Analysis for Statistics

This new edition contains expanded coverage of matrices partitioned in 2 by 2 form, results relating the rank, generalized inverse, and eigenvalues of such matr... » 

This new edition contains expanded coverage of matrices partitioned in 2 by 2 form, results relating the rank, generalized inverse, and eigenvalues of such matrices to their submatrices, and eigenvalues inequalities; and new material on elliptical distributions. «