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Wiley Series in Probability and Statistics: Texts and References Section Ser.: Matrix Differential Calculus with Applications in Statistics and Econometrics by Heinz Neudecker and Jan R. Magnus (1999, Trade Paperback)
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About this product
Product Identifiers
PublisherWiley & Sons, Incorporated, John
ISBN-10047198633X
ISBN-139780471986331
eBay Product ID (ePID)7038316983
Product Key Features
Number of Pages432 Pages
LanguageEnglish
Publication NameMatrix Differential Calculus with Applications in Statistics and Econometrics
SubjectProbability & Statistics / General, Calculus, Matrices
Publication Year1999
FeaturesRevised
TypeTextbook
Subject AreaMathematics
AuthorHeinz Neudecker, Jan R. Magnus
SeriesWiley Series in Probability and Statistics: Texts and References Section Ser.
FormatTrade Paperback
Dimensions
Item Height1.1 in
Item Weight24.1 Oz
Item Length8.3 in
Item Width6 in
Additional Product Features
Edition Number2
Intended AudienceScholarly & Professional
LCCN98-053556
Reviews"...the best book to learn matrix and related ideas...statisticians, econometricians, computer scientists, engineers, and psychometricians will find this extremely useful." (Journal of Statistical Computation and Simulation, March 2006) "a most welcome revision" (Computational Statistics & Data Analysis, 28 August 2001), "...the best book to learn matrix and related ideas...statisticians, econometricians, computer scientists, engineers, and psychometricians will find this extremely useful." ( Journal of Statistical Computation and Simulation , March 2006) "a most welcome revision" (Computational Statistics & Data Analysis, 28 August 2001)
Dewey Edition23
Series Volume Number395
IllustratedYes
Dewey Decimal512.9/434
Edition DescriptionRevised edition
Table Of ContentPreface xv Preface to the first revised printing xvii Preface to the second revised printing xviii Part One- Matrices Part Two- Differentials: the theory Part Three- Differentials: the practice Part Four- Inequalities Part Five- The linear model Part Six- Applications to maximum likelihood estimation Bibliography 379 Index of Symbols 387 Subject Index 390
SynopsisMatrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. Continuing the success of their first edition, Magnus and Neudecker present an exhaustive and self-contained revised text on matrix theory and matrix differential calculus., Matrix Differential Calculus With Applications in Statistics and Econometrics Revised Edition Jan R. Magnus, CentER, Tilburg University, The Netherlands and Heinz Neudecker, Cesaro, Schagen, The Netherlands " .deals rigorously with many of the problems that have bedevilled the subject up to the present time." - Stephen Pollock, Econometric Theory "I continued to be pleasantly surprised by the variety and usefulness of its contents " - Isabella Verdinelli, Journal of the American Statistical Association Continuing the success of their first edition, Magnus and Neudecker present an exhaustive and self-contained revised text on matrix theory and matrix differential calculus. Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioural sciences to econometrics. While the structure and successful elements of the first edition remain, this revised and updated edition contains many new examples and exercises. * Contains the essentials of multivariable calculus with an emphasis on the use of differentials * Many new examples and exercises * Fulfils the need for a unified and self-contained treatment of matrix differential calculus * Includes new developments in this field Part I presents a concise, yet thorough overview of matrix algebra, while the second part develops the theory of differentials. The remaining Parts III to VI combine the theory and application of matrix differential calculus providing the practitioner and researcher with both a quick review and a detailed reference. Visit our web page http://www.wiley.com/, Matrix Differential Calculus With Applications in Statistics and Econometrics Revised Edition Jan R. Magnus, CentER, Tilburg University, The Netherlands and Heinz Neudecker, Cesaro, Schagen, The Netherlands " .deals rigorously with many of the problems that have bedevilled the subject up to the present time." - Stephen Pollock, Econometric Theory "I continued to be pleasantly surprised by the variety and usefulness of its contents " - Isabella Verdinelli, Journal of the American Statistical Association Continuing the success of their first edition, Magnus and Neudecker present an exhaustive and self-contained revised text on matrix theory and matrix differential calculus. Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioural sciences to econometrics. While the structure and successful elements of the first edition remain, this revised and updated edition contains many new examples and exercises. * Contains the essentials of multivariable calculus with an emphasis on the use of differentials * Many new examples and exercises * Fulfils the need for a unified and self-contained treatment of matrix differential calculus * Includes new developments in this field Part I presents a concise, yet thorough overview of matrix algebra, while the second part develops the theory of differentials. The remaining Parts III to VI combine the theory and application of matrix differential calculus providing the practitioner and researcher with both a quick review and a detailed reference. Visit our web page http: //www.wiley.com/, "...deals rigorously with many of the problems that have bedevilled the subject up to the present time..." Stephen Pollock, Econometric Theory "I continued to be pleasantly surprised by the variety and usefulness of its contents" Isabella Verdinelli, Journal of the American Statistical Association Continuing the success of their first edition, Magnus and Neudecker present an exhaustive and self-contained revised text on matrix theory and matrix differential calculus. Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioural sciences to econometrics. While the structure and successful elements of the first edition remain, this revised and updated edition contains many new examples and exercises. Contains the essentials of multivariable calculus with an emphasis on the use of differentials Many new examples and exercises Fulfils the need for a unified and self-contained treatment of matrix differential calculus Includes new developments in this field Part I presents a concise, yet thorough overview of matrix algebra, while the second part develops the theory of differentials. The remaining Parts III to VI combine the theory and application of matrix differential calculus providing the practitioner and researcher with both a quick review and a detailed reference., Ein umfassendes Lehrbuch der Matrixdifferentialrechnung für Statistiker und Ökonometriker, in deren Forschungsalltag die Matrixtheorie eine zentrale Rolle spielt. Gegenüber der hervorragend aufgenommenen ersten Auflage haben die Autoren, anerkannte Experten dieses Gebietes, den Text um neue Entwicklungen erweitert; die Beispiele und Übungsaufgaben wurden ebenfalls ergänzt. (06/99)
LC Classification NumberQA188.M345 1999
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