Generalized Vectorization, Cross-Products, and Matrix Calculus

Language: English

Published by Cambridge University Press Feb 2013, 2013

1107032008 / 9781107032002

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Neuware - This book presents the reader with new operators and matrices that arise in the area of matrix calculus. The properties of these mathematical concepts are investigated and linked with zero-one matrices such as the commutation matrix. Elimination and duplication matrices are revisited and partitioned into submatrices. Studying the properties of these submatrices facilitates achieving new results for the original matrices themselves. Different concepts of matrix derivatives are presented and transformation principles linking these concepts are obtained. One of these concepts is used to derive new matrix calculus results, some involving the new operators and others the derivatives of the operators themselves. The last chapter contains applications of matrix calculus, including optimization, differentiation of log-likelihood functions, iterative interpretations of maximum likelihood estimators and a Lagrangian multiplier test for endogeneity.

Seller Inventory # 9781107032002

Title
Generalized Vectorization, Cross-Products, and Matrix Calculus
Author
Darrell A Turkington
Publisher
Cambridge University Press Feb 2013
Publication year
2013
Condition
Neu
Binding
Buch
Language
English
ISBN 10
1107032008
ISBN 13
9781107032002
Item weight
476 grams
Dimensions
231x157x20 mm

AHA-BUCH GmbH

Einbeck, Germany

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