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	Unavailable
ISBN 13	9780471986331
ISBN 10	047198633X
Title	Matrix Differential Calculus with Applications in Statistics and Econometrics
Author	Jan R Magnus
Series	Wiley Series In Probability And Statistics: Texts And References Section
Condition	Unavailable
Binding Type	Paperback
Publisher	WILEY
Year published	1999-02-18
Number of pages	432
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note	Unavailable