Matrix Differential Calculus with Applications in Statistics and Econometrics
Matrix Differential Calculus with Applications in Statistics and Econometrics
Magnus, Jan R.; Neudecker, Heinz
John Wiley & Sons Inc
02/1999
432
Mole
Inglês
9780471986331
15 a 20 dias
636
Preface to the first revised printing xvii
Preface to the second revised printing xviii
Part One- Matrices
Part Two- Differentials: the theory
Part Three- Differentials: the practice
Part Four- Inequalities
Part Five- The linear model
Part Six- Applications to maximum likelihood estimation
Bibliography 379
Index of Symbols 387
Subject Index 390
Preface to the first revised printing xvii
Preface to the second revised printing xviii
Part One- Matrices
Part Two- Differentials: the theory
Part Three- Differentials: the practice
Part Four- Inequalities
Part Five- The linear model
Part Six- Applications to maximum likelihood estimation
Bibliography 379
Index of Symbols 387
Subject Index 390