Matrix Differential Calculus with Applications in Statistics and Econometrics

Ranked #51 in Matrices

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...
more

Similar Books

If you like Matrix Differential Calculus with Applications in Statistics and Econometrics, check out these similar top-rated books:


Learn: What makes Shortform summaries the best in the world?