Matrix Differential Calculus with Applications in Statistics and Econometrics by Jan R Magnus

Matrix Differential Calculus with Applications in Statistics and Econometrics by Jan R Magnus

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.

"..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)

Jan R. Magnus is the author of Matrix Differential Calculus with Applications in Statistics and Econometrics, 2nd Edition, published by Wiley. Heinz Neudecker is the author of Matrix Differential Calculus with Applications in Statistics and Econometrics, 2nd Edition, published by Wiley.

SKU	Nicht verfügbar
ISBN 13	9780471986331
ISBN 10	047198633X
Titel	Matrix Differential Calculus with Applications in Statistics and Econometrics
Autor	Jan R Magnus
Serie	Wiley Series In Probability And Statistics: Texts And References Section
Buchzustand	Nicht verfügbar
Bindungsart	Paperback
Verlag	WILEY
Erscheinungsjahr	1999-02-18
Seitenanzahl	432
Hinweis auf dem Einband	Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden.
Hinweis	Nicht verfügbar