Matrix Differential Calculus: With Applications in Statistics and Econometrics

Magnus, Jan R.; Neudecker, Heinz

ISBN 10: 0471915165 ISBN 13: 9780471915164

Verlag: John Wiley & Sons, Chichester, 1988

Sprache: Englisch

Zustand: Gebraucht - Gut Hardcover

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Hardcover. Item in excellent condition for age. Jacket and boards are unmarked, pages are clean, and the text is clear. TH.

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Bibliografische Details

Titel

Matrix Differential Calculus: With Applications in Statistics and Econometrics

Verlag

John Wiley & Sons, Chichester

Erscheinungsjahr

1988

Sprache

Englisch

ISBN-10

0471915165

ISBN-13

9780471915164

Einband

Hardcover

Zustand

Very Good

Zustand des Schutzumschlags

Very Good

Buchtyp

Used

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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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