Matrix differential calculus with applications in statistics and econometrics

By: Jan R. MagnusContributor(s): Jan R. MagnusMaterial type: TextTextSeries: 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
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Mathematics Rack No 4 QA188 (Browse shelf (Opens below)) Available 02521
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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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