Matrix Differential Calculus with Applications in Statistics and Econometrics

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Éditeur :

Wiley


Collection :

Wiley Series in Probability and Statistics

Paru le : 2019-03-15

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Description

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 easy it is to use this theory once you have mastered the technique. Jan Magnus, who, along with the late Heinz Neudecker, pioneered the theory, develops it further in this new edition and provides many examples along the way to support it.
Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. It is still relevant and used today in a wide range of subjects such as the biosciences and psychology. Matrix Differential Calculus with Applications in Statistics and Econometrics, Third Edition contains all of the essentials of multivariable calculus with an emphasis on the use of differentials. It starts by presenting a concise, yet thorough overview of matrix algebra, then goes on to develop the theory of differentials. The rest of the text combines the theory and application of matrix differential calculus, providing the practitioner and researcher with both a quick review and a detailed reference. Fulfills the need for an updated and unified treatment of matrix differential calculus Contains many new examples and exercises based on questions asked of the author over the years Covers new developments in field and features new applications Written by a leading expert and pioneer of the theory Part of the Wiley Series in Probability and Statistics 
Matrix Differential Calculus With Applications in Statistics and Econometrics Third Edition is an ideal text for graduate students and academics studying the subject, as well as for postgraduates and specialists working in biosciences and psychology.
Pages
504 pages
Collection
Wiley Series in Probability and Statistics
Parution
2019-03-15
Marque
Wiley
EAN papier
9781119541202
EAN PDF
9781119541196

Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
504
Taille du fichier
4424 Ko
Prix
113,89 €
EAN EPUB
9781119541165

Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
504
Taille du fichier
7444 Ko
Prix
113,89 €