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Matrix differential calculus with applications in statistics and econometrics

By: Jan R. MagnusContributor(s): Jan R. MagnusMaterial type: Text

TextSeries: Wiley Series in Probability and StatisticsPublication details: UK: John Wiley& Sons, [c2019]Edition: 3rd EdDescription: 479 pISBN: 9781119541202LOC classification: QA188

Contents:

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

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

List(s) this item appears in: Gift Books

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Item type	Current library	Collection	Shelving location	Call number	Status	Date due	Barcode	Item holds
Book	ICTS	Mathematics	Rack No 4	QA188 (Browse shelf (Opens below))	Available		02521

Total holds: 0

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Previous								Next
Previous	QA 188 An introduction to random matrices	QA 188 Random matrices : high dimensional phenomena	QA 188 Random matrix models and their applications	QA188 Matrix differential calculus with applications in statistics and econometrics	QA188 Problems and solutions in introductory and advanced matrix calculus	QA193 Perturbation bounds for matrix eigenvalues	QA196.5 Topics in random matrix theory	Next

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

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