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Matrix Differential Calculus with Applications in Statistics and Econometrics

By Magnus, Jan R

Matrix Differential Calculus with Applications in Statistics and Econometrics Business, Finance & Career

Matrix Differential Calculus with Applications in Statistics and Econometrics

By Magnus, Jan R

Only 1 item left in stock
Description
" ...deals rigorously with many of the problems that have bedevilled the subject up to the present time..." - Stephen Pollock, Econometric Theory "I continued to be pleasantly surprised by the variety and usefulness of its contents " - Isabella Verdinelli, Journal of the American Statistical Association Continuing the success of their first edition, Magnus and Neudecker present an exhaustive and self-contained revised text on matrix theory and matrix differential calculus. Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioural sciences to econometrics. While the structure and successful elements of the first edition remain, this revised and updated edition contains many new examples and exercises. * Contains the essentials of multivariable calculus with an emphasis on the use of differentials * Many new examples and exercises * Fulfils the need for a unified and self-contained treatment of matrix differential calculus * Includes new developments in this field Part I presents a concise, yet thorough overview of matrix algebra, while the second part develops the theory of differentials. The remaining Parts III to VI combine the theory and application of matrix differential calculus providing the practitioner and researcher with both a quick review and a detailed reference.
Product details
Binding:
Paperback
Edition:
2
Number of Pages:
432
Release Date:
1999-03-15
Publication Date:
1999-03-22
Publisher:
Wiley
Languages:
Original: English
ISBN10:
047198633X
ISBN13:
9780471986331
GPSR Manufacturer Reference:
[email protected]
Weight:
685 g
Height:
152 cm
Width:
229 cm
Thickness:
25 cm
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