Matrix differential calculus with applications in statistics and econometrics / Jan Rudolph Magnus and Heinz Neudecker.Material type: TextLanguage: English Series: Wiley series in probability and statisticsPublication details: Hoboken, NJ : Wiley, c2019.Edition: Third editionDescription: xviii, 479 pages ; 24 cmContent type:
- 9781119541202 (hardcover)
- QA188 M27 2019
|Item type||Current library||Collection||Call number||Materials specified||URL||Status||Notes||Date due||Barcode|
|Books||Ladislao N. Diwa Memorial Library Reserve Section||Non-fiction||RUS QA188 M27 2019 (Browse shelf(Opens below))||Link to resource||Available||79136||00080715|
Includes bibliographical references and indexes.
Part One: Matrices -- Part Two: Differentials the theory -- Part Three: Differentials: the practice -- Part Four: Inequalities -- Part Five: The linear model --
Part Six: Applications to maximum likelihood estimation -- Part Seven: Summary.
"A BRAND NEW, FULLY UPDATED EDITION OF A POPULAR CLASSIC ON MATRIX DIFFERENTIAL CALCULUS WITH APPLICATIONS IN STATISTICS AND ECONOMETRICS
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.
Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. It is still relevant and used today in a wide range of subjects such as the biosciences and psychology. Matrix Differential Calculus with Applications in Statistics and Econometrics, Third Edition contains all of the essentials of multivariable calculus with an emphasis on the use of differentials. It starts by presenting a concise, yet thorough overview of matrix algebra, then goes on to develop the theory of differentials. The rest of the text combines the theory and application of matrix differential calculus, providing the practitioner and researcher with both a quick review and a detailed reference.
Fulfills the need for an updated and unified treatment of matrix differential calculus
Contains many new examples and exercises based on questions asked of the author over the years
Covers new developments in field and features new applications
Written by a leading expert and pioneer of the theory
Part of the Wiley Series in Probability and statistics
Matrix Differential Calculus With Applications in Statistics and Econometrics, Third Edition is an ideal text for graduate students and academics studying the subject, as well as for postgraduates and specialists working in biosciences and psychology."--Back cover
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