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

Descrição não disponível.
Preface xv

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
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
rigorously; time; deals; present; problems; many; subject; contents; variety; pleasantly; usefulness; statistical; edition; first; american; association continuing; differential; matrix; exhaustive; calculus; methods; large; essential