Matrix differential calculus with applications in statistics and econometrics
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The work Matrix differential calculus with applications in statistics and econometrics represents a distinct intellectual or artistic creation found in University of Missouri Libraries. This resource is a combination of several types including: Work, Language Material, Books.
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Matrix differential calculus with applications in statistics and econometrics
Resource Information
The work Matrix differential calculus with applications in statistics and econometrics represents a distinct intellectual or artistic creation found in University of Missouri Libraries. This resource is a combination of several types including: Work, Language Material, Books.
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 Matrix differential calculus with applications in statistics and econometrics
 Statement of responsibility
 Jan R. Magnus and Heinz Neudecker
 Language
 eng
 Summary
 A brand new, fully updated edition of a popular classic on matrix differential calculus with applications in statistics and econometrics This exhaustive, selfcontained 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
 Cataloging source
 DLC
 Dewey number
 512.9/434
 Index
 index present
 LC call number
 QA188
 LC item number
 .M34 2019
 Literary form
 non fiction
 Nature of contents

 dictionaries
 bibliography
 Series statement
 Wiley series in probability and statistics
Context
Context of Matrix differential calculus with applications in statistics and econometricsWork of
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 Matrix differential calculus with applications in statistics and econometrics, Jan R. Magnus and Heinz Neudecker
 Matrix differential calculus with applications in statistics and econometrics, Jan R. Magnus and Heinz Neudecker
 Matrix differential calculus with applications in statistics and econometrics, Jan R. Magnus and Heinz Neudecker
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