Matrix Differential Calculus with Applications in Statistics and Econometrics

by Jan R. Magnus, Heinz Neudecker, Jan R Magnus

Book Overview

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,...

• Format: Hardcover
• Language: English
• ISBN: 0471915165
• ISBN13: 9780471915164
• Release Date: April 1988
• Publisher: Wiley
• Length: 416 Pages
• Weight: 1.55 lbs.