This book provides a unified treatment of matrix differential calculus, specifically written for econometricians and statisticians. Divided into six parts, the book begins with a treatment of matrix algebra, discussing the Schur, Jordan, and singular-value decompositions, the Hadamard and Kronecker products, and more. The second section is the theoretical core of the book and presents a thorough development of the theory of differentials. Practically-oriented, part three contains the rules for working with differentials and lists the differentials of important scalar, vector, and matrix functions. The fourth deals with inequalities, such as Cauchy-Schwarz's and Minkowski's, while the fifth section is devoted to applications of matrix differential calculus to the linear regression model. The book closes by detailing maximum likelihood estimation, an ideal source for demonstrating the power of the propagated techniques. Features numerous exercises.
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Book by Magnus Jan R Neudecker Heinz
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EUR 10,20 per la spedizione da Paesi Bassi a Italia
Destinazione, tempi e costiDa: p015, Rotterdam, Paesi Bassi
Hardcover met stofomslag. Condizione: Fair. Titel: Matrix Differential Calculus With Applications in Statistics and Econometrics. Editie: 1. Jaar van uitgave: 1988. Taal: Engels. Boek scheef met een zon verkleurde rug. Verder prima. Enkele gebruik-/opslagsporen. Lichte slijtage randjes/hoekjes/rug. Randje(s) stofomslag licht gekreukeld. Codice articolo 88301
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Da: Fireside Bookshop, Stroud, GLOS, Regno Unito
Cloth. Condizione: Very Good. Reprint. Type: Book N.B. Small plain label to front paste down. (MATHEMATICS). Codice articolo 300260
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Da: PsychoBabel & Skoob Books, Didcot, Regno Unito
Hardcover. Condizione: Very Good. Condizione sovraccoperta: Very Good. Hardcover. Item in excellent condition for age. Jacket and boards are unmarked, pages are clean, and the text is clear. TH. Used. Codice articolo 533572
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Da: dsmbooks, Liverpool, Regno Unito
Hardcover. Condizione: Very Good. Very Good. book. Codice articolo D7S9-1-M-0471915165-4
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