Matrix Differential Calc with Apps Rev - Brossura

R. Magnus, Jan

Brossura

ISBN 10: 047198633X ISBN 13: 9780471986331

Casa editrice: WILEY, 1999

Riassunto

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)

Su questo libro

Informazioni sull?autore

Jan R. Magnus is the author of Matrix Differential Calculus with Applications in Statistics and Econometrics, 2nd Edition, published by Wiley. Heinz Neudecker is the author of Matrix Differential Calculus with Applications in Statistics and Econometrics, 2nd Edition, published by Wiley.

Dalla quarta di copertina

" ...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.

Dettagli dell'edizione

• Editore: WILEY
• Data di pubblicazione: 1999
• Lingua: Inglese
• ISBN 10: 047198633X
• ISBN 13: 9780471986331
• Rilegatura: Copertina flessibile
• Numero di pagine: 424
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile