Jan R. Magnus
Matrix differential calculus with applications in statistics and econometrics - 3rd Ed. - UK: John Wiley& Sons, [c2019] - 479 p - Wiley Series in Probability and Statistics .
Part One — I : Matrices
Part Two — II : Differentials: the theory
Part Three — III : Differentials: the practice
Part Four — IV : Inequalities
Part Five — V : The linear model
Part Six — VI : Applications to maximum likelihood estimation
Part Seven — VIII : Summary
This exhaustive, self-contained book on matrix theory and matrix differential calculus provides a treatment of matrix calculus based on differentials and shows how easy it is to use this theory once you have mastered the technique. Jan Magnus, who, along with the late Heinz Neudecker, pioneered the theory, develops it further in this new edition and provides many examples along the way to support it. --- summary provided by publisher
9781119541202
QA188
Matrix differential calculus with applications in statistics and econometrics - 3rd Ed. - UK: John Wiley& Sons, [c2019] - 479 p - Wiley Series in Probability and Statistics .
Part One — I : Matrices
Part Two — II : Differentials: the theory
Part Three — III : Differentials: the practice
Part Four — IV : Inequalities
Part Five — V : The linear model
Part Six — VI : Applications to maximum likelihood estimation
Part Seven — VIII : Summary
This exhaustive, self-contained book on matrix theory and matrix differential calculus provides a treatment of matrix calculus based on differentials and shows how easy it is to use this theory once you have mastered the technique. Jan Magnus, who, along with the late Heinz Neudecker, pioneered the theory, develops it further in this new edition and provides many examples along the way to support it. --- summary provided by publisher
9781119541202
QA188