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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...

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Bibliographic Details
Main Author: Magnus, Jan R.
Other Authors: Neudecker, Heinz
Format: Book
Language:English
Published: New York John Wiley & Sons 1999
Subjects:
Matrices
Differential calculus
Statistics
Econometrics
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