Matrix Algebra & Its Applications to Statistics & Econometrics [Hardcover] 
C. Radhakrishna Rao, M. Bhaskara Rao;
World Scientific Pub Co Inc; 1st edition (September 15, 1998).

Written by two top statisticians with experience in teaching matrix methods for applications in statistics, econometrics and related areas, this book provides a comprehensive treatment of the latest techniques in matrix algebra. A well balanced approach to discussing the mathematical theory and applications to problems in other areas is an attractive feature of the book. It can be used as a textbook in courses on matrix algebra for statisticians, econometricians and mathematicians as well. Some of the new developments of linear models are give in some detail using results of matrix algebra.

Contents:
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 1 Vector Spaces
 2 Unitary and Euclidean Spaces
 3 Linear Transformation and Matrices
 4 Characteristics of Matrices
 5 Factorization of Matrices
 6 Operations on Matrices
 7 Projectors and Idempotent Operators
 8 Generalized Inverses
 9 Majorization
10 Inequalities for Eigenvalues
11 Matrix Approximations
12 Optimization problems in statistics and econometrics
13 Quadratic Subspaces
14 Inequalities with Applications in Statistics
15 Non-negative matrices
16 Miscellaneous complements
   References

 
http://www.amazon.co.uk/Matrix-Algebra-Applications-Statistics-Econometrics/dp/9810232683