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	Non disponible
ISBN 13	9780471986331
ISBN 10	047198633X
Titre	Matrix Differential Calculus with Applications in Statistics and Econometrics
Auteur	Jan R Magnus
Série	Wiley Series In Probability And Statistics: Texts And References Section
État	Non disponible
Type de reliure	Paperback
Éditeur	WILEY
Année de publication	1999-02-18
Nombre de pages	432
Note de couverture	La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier.
Note	Non disponible