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Books on limiting properties of matrices with growing size
This question has been posted on Math-Se previously.
I am studying asymptotic properties of the Projection Matrix
$$
H_n=X'(X'X)^{-1}X
$$
By the Gerschgorin disc theorem, the bounds on the ...
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Determinant of correlation matrix of autoregressive model
I wonder if there is a paper that can point out how to compute the determinant of a $d \times d$ autoregressive correlation matrix of the form
$$R = \begin{pmatrix}
1 & r & \cdots & r^{d-...
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What is the MP pseudoinverse's role in statistical learning and Self-Organizing Maps?
During a discussion in our lab last month, a professor mentioned to me that the behavior of Self-Organizing Maps can be described in terms of repeated applications of the Moore-Penrose psuedoinverse, ...