Matrix differential calculus with applications in statistics and econometrics
This book provides a self-contained and unified treatment of matrix differential calculus, aimed at econometricians and statisticians. It can be used as a textbook for senior undergraduate or graduate courses on the subject, and will also be a valuable source for professional econometricians and sta...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
New York
John Wiley & Sons
1999
|
| Subjects: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
MARC
| LEADER | 00000cam a2200000 a 4500 | ||
|---|---|---|---|
| 001 | 1022 | ||
| 003 | MY-KLNDU | ||
| 005 | 20241218050815.0 | ||
| 008 | 151231 1999 nyua bi 000 0 eng d | ||
| 020 | |a 0471986321 (alk paper) | ||
| 020 | |a 047198633X (pbk :alk paper) | ||
| 039 | 9 | |a 201512311444 |b azraai |c 200910081252 |d VLOAD |y 200910081138 |z VLOAD | |
| 040 | |a UPNM | ||
| 090 | |a QA 188 |b .M345 1999 | ||
| 100 | 1 | |a Magnus, Jan R. | |
| 245 | 1 | 0 | |a Matrix differential calculus with applications in statistics and econometrics |c Jan R. Magnus and Heinz Neudecker |
| 246 | 3 | |a Matrix differential calculus | |
| 260 | |a New York |b John Wiley & Sons |c 1999 | ||
| 300 | |a xviii, 395 p. |b ill. |c 23 cm | ||
| 504 | |a Includes bibliographical references and index | ||
| 505 | 0 | |a Kronecker Products, the Vec Operator and the Moore-Penrose Inverse --- Differentials and Differentiability --- The Second Differential --- Static Optimization --- First Order Differentials and Jacobian Matrices --- Second Order Differentials and Hessian Matrices --- The Linear Regression Model --- Further Topics in the Linear Model --- Simultaneous Equations --- Topics in Psychometrics. | |
| 520 | |a This book provides a self-contained and unified treatment of matrix differential calculus, aimed at econometricians and statisticians. It can be used as a textbook for senior undergraduate or graduate courses on the subject, and will also be a valuable source for professional econometricians and statisticians who want to learn and apply these important techniques. The authors base their approach on differentials rather than derivatives, and they show that the use of differentials is elegant, easy and considerably more useful in applications. No specialist knowledge of matrix algebra or calculus is required, since the basics of matrix algebra are covered in the first three chapters with a thorough treatment of multivariable calculus provided in Chapters Four to Seven. Exercises are included in each chapter, and many examples which illustrate applications of the theory are considered in detail. | ||
| 650 | 0 | |a Matrices | |
| 650 | 0 | |a Differential calculus | |
| 650 | 0 | |a Statistics | |
| 650 | 0 | |a Econometrics | |
| 700 | 1 | |a Neudecker, Heinz | |
| 999 | |a vtls000000807 |c 1022 |d 1022 | ||