Matrix Differential Calculus with Applications in Statistics and Econometrics (Wiley Series in Probability and Statistics ? Applied Probability and Statistics Section)

Verlag

John Wiley & Sons, Inc

Erscheinungsjahr

1994

Sprache

Englisch

ISBN-10

0471915165

ISBN-13

9780471915164

Einband

Cloth

Auflage

Reprint.

Zustand

Very Good

Zustand des Schutzumschlags

No d/j as Published

Verk�uferkataloge

MATHEMATICS

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Inhaltsangabe

This book provides a self-contained and unified treatment of matrix differential calculus, aimed at econometricians and statisticians. It can be used as a textbook for senior undergraduate or graduate courses on the subject, and will also be a valuable source for professional econometricians and statisticians who want to learn and apply these important techniques. The authors base their approach on differentials rather than derivatives, and they show that the use of differentials is elegant, easy and considerably more useful in applications. No specialist knowledge of matrix algebra or calculus is required, since the basics of matrix algebra are covered in the first three chapters with a thorough treatment of multivariable calculus provided in Chapters Four to Seven. Exercises are included in each chapter, and many examples which illustrate applications of the theory are considered in detail.

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