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The Resource Matrix differential calculus with applications in statistics and econometrics, Jan Rudolph Magnus, Heinz Neudecker

Matrix differential calculus with applications in statistics and econometrics, Jan Rudolph Magnus, Heinz Neudecker

Label
Matrix differential calculus with applications in statistics and econometrics
Title
Matrix differential calculus with applications in statistics and econometrics
Statement of responsibility
Jan Rudolph Magnus, Heinz Neudecker
Creator
Contributor
Author
Subject
Language
eng
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.--
Member of
Assigning source
providedbypublisher
http://library.link/vocab/creatorName
Magnus, Jan R
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Neudecker, Heinz
Series statement
Wiley series in probability and statistics
http://library.link/vocab/subjectName
  • Matrices
  • Differential calculus
  • Statistics
  • Econometrics
Label
Matrix differential calculus with applications in statistics and econometrics, Jan Rudolph Magnus, Heinz Neudecker
Instantiates
Publication
Bibliography note
Includes bibliographical references and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
on1080554626
Dimensions
22 cm.
Edition
Third edition.
Extent
xviii, 477 pages
Isbn
9781119541202
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(OCoLC)1080554626
Label
Matrix differential calculus with applications in statistics and econometrics, Jan Rudolph Magnus, Heinz Neudecker
Publication
Bibliography note
Includes bibliographical references and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
on1080554626
Dimensions
22 cm.
Edition
Third edition.
Extent
xviii, 477 pages
Isbn
9781119541202
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(OCoLC)1080554626

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