Matrix Differential Calculus with Applications in Statistics and Econometrics (Paperback)

Jan R. Magnus

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Idioma: inglés

Editorial: John Wiley & Sons Inc, New York, 1999

047198633X / 9780471986331

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Paperback. 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. * Contains the essentials of multivariable calculus with an emphasis on the use of differentials * Many new examples and exercises * Fulfils the need for a unified and self-contained treatment of matrix differential calculus * 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 / Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. 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. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

N° de ref. del artículo 9780471986331

Título
Matrix Differential Calculus with Applications in Statistics and Econometrics (Paperback)
Autor
Jan R. Magnus
Editorial
John Wiley & Sons Inc, New York
Año de publicación
1999
Estado
new
Encuadernación
Paperback
Idioma
inglés
ISBN 10
047198633X
ISBN 13
9780471986331
Edición
2ª Edición

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Primer artículoEUR 31,94EUR 37,98
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