Matrix Differential Calculus with Applications in Statistics and Econometrics: 395 (Wiley Series in Probability and Statistics: Texts and References Section) - Softcover

R. Magnus, Jan

Softcover

ISBN 10: 047198633X ISBN 13: 9780471986331

Publisher: WILEY, 1999

Synopsis

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. aeo Contains the essentials of multivariable calculus with an emphasis on the use of differentials aeo Many new examples and exercises aeo Fulfils the need for a unified and self--contained treatment of matrix differential calculus aeo 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/

About this title

Product Description

This text is a self-contained and unified treatment of matrix differential calculus, specifically written for econometricians and statisticians. It can serve as a textbook for advanced undergraduates and postgraduates in econometrics and as a reference book for practising econometricians.

Review

"...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)

Edition details

• Publisher: WILEY
• Publication date: 1999
• ISBN 10: 047198633X
• ISBN 13: 9780471986331
• Binding: Paperback
• Language: English
• Edition number: 2
• Number of pages: 424