Chapter 10 Matrix Cross-Products

Until now, we have been discussing statistical measures pertaining to one and two variables: things like mean, variance, covariance, and correlation. All of these summaries can be expressed with vector notation, and using common vector operations such as inner products, norms, angles, and projections. However, we can also use the entire data matrix to obtain other types of statistical measures. In this chapter, we’ll describe statistical objects that are based on cross-products of a data matrix.