Matrix Differential Calculus with Applications in Statistics and Econometrics

Wiley, 1999 - 395 Seiten
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Matrix Differential Calculus With Applications in Statistics andEconometrics Revised Edition Jan R. Magnus, CentER, TilburgUniversity, The Netherlands and Heinz Neudecker, Cesaro, Schagen,The Netherlands " .deals rigorously with many of the problems thathave bedevilled the subject up to the present time." - StephenPollock, Econometric Theory "I continued to be pleasantly surprisedby the variety and usefulness of its contents " - IsabellaVerdinelli, Journal of the American Statistical AssociationContinuing the success of their first edition, Magnus and Neudeckerpresent an exhaustive and self-contained revised text on matrixtheory and matrix differential calculus. Matrix calculus has becomean essential tool for quantitative methods in a large number ofapplications, ranging from social and behavioural sciences toeconometrics. While the structure and successful elements of thefirst edition remain, this revised and updated edition containsmany new examples and exercises.
* Contains the essentials of multivariable calculus with anemphasis on the use of differentials
* Many new examples and exercises
* Fulfils the need for a unified and self-contained treatment ofmatrix 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. Theremaining Parts III to VI combine the theory and application ofmatrix differential calculus providing the practitioner andresearcher with both a quick review and a detailed reference. Visitour web page

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