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Matrix Differential Calculus with Applications in Statistics and Econometrics
Jan R. Magnus (Author), Heinz Neudecker (Author)
9780471986331, Wiley
Paperback / softback, published 18 February 1999
432 pages
21.1 x 15.2 x 2.7 cm, 0.68 kg
"...the best book to learn matrix and related ideas...statisticians, econometricians, computer scientists, engineers, and psychometricians will find this extremely useful." (Journal of Statistical Computation and Simulation, March 2006)
"a most welcome revision" (Computational Statistics & Data Analysis, 28 August 2001)
Ein umfassendes Lehrbuch der Matrixdifferentialrechnung für Statistiker und Ökonometriker, in deren Forschungsalltag die Matrixtheorie eine zentrale Rolle spielt. Gegenüber der hervorragend aufgenommenen ersten Auflage haben die Autoren, anerkannte Experten dieses Gebietes, den Text um neue Entwicklungen erweitert; die Beispiele und Übungsaufgaben wurden ebenfalls ergänzt. (06/99)
Preface xv Preface to the first revised printing xvii Preface to the second revised printing xviii Part One- Matrices Part Two- Differentials: the theory Part Three- Differentials: the practice Part Four- Inequalities Part Five- The linear model Part Six- Applications to maximum likelihood estimation Bibliography 379 Index of Symbols 387 Subject Index 390
Subject Areas: Mathematics [PB]
