Matrix Differential Calculus with Applications in Statistics & Econometrics Rev

Szerző: Jan R. Magnus, Heinz Neudecker

Nyelv:

Kötés: Puha kötésű

Kiadó: John Wiley & Sons Inc

Elérhetőség: Beszállítói készleten

Küldés 10-18 napon belül

44 146 Ft

Matrix Differential Calculus With Applications in Statistics and Econometrics Revised Edition Jan R....

Információk a könyvről

Szerző

Jan R. Magnus, Heinz Neudecker

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

1999

oldal

424

EAN

9780471986331

ISBN

047198633X

Enbook ID

04085945

Kiadó

John Wiley & Sons Inc

Súly

672

Méretek

153 x 227 x 29

Teljes leírás

Matrix Differential Calculus With Applications in Statistics and Econometrics Revised Edition Jan R. Magnus, CentER, Tilburg University, The Netherlands and Heinz Neudecker, Cesaro, Schagen, The Netherlands " .deals rigorously with many of the problems that have bedevilled the subject up to the present time." -- Stephen Pollock, Econometric Theory "I continued to be pleasantly surprised by the variety and usefulness of its contents " -- Isabella Verdinelli, Journal of the American Statistical Association Continuing the success of their first edition, Magnus and Neudecker present an exhaustive and self--contained revised text on matrix theory and matrix differential calculus. Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioural sciences to econometrics. While the structure and successful elements of the first edition remain, this revised and updated edition contains many new examples and exercises. aeo Contains the essentials of multivariable calculus with an emphasis on the use of differentials aeo Many new examples and exercises aeo Fulfils the need for a unified and self--contained treatment of matrix differential calculus aeo 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. The remaining Parts III to VI combine the theory and application of matrix differential calculus providing the practitioner and researcher with both a quick review and a detailed reference. Visit our web page http://www.wiley.com/

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Matrix Differential Calculus with Applications in Statistics & Econometrics Rev

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