Matrix differential calculus with applications in statistics and econometrics / Jan R. Magnus, Department of Econometrics and Operations Research, Vrije Universiteit Amsterdam, The Netherlands, and Heinz Neudecker, Amsterdam School of Economics, University of Amsterdam, The Netherlands.
A brand new, fully updated edition of a popular classic on matrix differential calculus with applications in statistics and econometrics This exhaustive, self-contained book on matrix theory and matrix differential calculus provides a treatment of matrix calculus based on differentials and shows how...
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| Main Authors: | , |
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| Format: | Book |
| Language: | English |
| Published: |
Hoboken, NJ :
John Wiley & Sons Ltd,
2019.
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| Edition: | Third edition. |
| Series: | Wiley series in probability and statistics.
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| Subjects: |
Closed Stacks - Engineering Math & Physics Library - Stacks
| Call Number: |
QA188 .M345 2019
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| QA188 .M345 2019 | Aged to lost |