Chapter 70
Random Vectors and Linear Statistical Models
Simo Puntanen
University of Tampere
George P. H. Styan
McGill University
70.1 Introduction and Mise-En-Scéne
Linear algebra is used extensively in statistical science, in particular in linear statistical mod els, see, e.g., Christensen [Chr11], Graybill [Gra01], Puntanen, Styan, and Isotalo [PSI11], Ravishanker and Dey [RD02], Rencher and Schaalje [RS08], Searle [Sea97], Seber and Lee [SL03], Sengupta and Jammalamadaka [SJ03], and Stapleton [Sta09]; as well as in applied economics, see, e.g., Searle and Willett [SW01]; econometrics, see, e.g., Davidson and Mac Kinnon [DM04], Magnus and Neudecker [MN99], and Rao and Rao [RR98]; Markov chain theory, see, e.g., Chapter 72 or Kemeny and Snell ...
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