Overview
Matrix Differential Calculus With Applications in Statistics and Econometrics Revised Edition Jan R. Magnus, CentER, Tilburg University, The Netherlands and Heinz Neudecker, Cesaro, Schagen, The Netherlands "" .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. Visit our web page http://www.wiley.com/
Full Product Details
Author: Jan R. Magnus (Tilburg University, The Netherlands) ,
Heinz Neudecker (Schagen, The Netherlands)
Publisher: John Wiley & Sons Inc
Imprint: John Wiley & Sons Inc
Edition: 2nd edition
Dimensions:
Width: 15.20cm
, Height: 2.70cm
, Length: 21.10cm
Weight: 0.680kg
ISBN: 9780471986331
ISBN 10: 047198633
Pages: 432
Publication Date: 18 February 1999
Audience:
College/higher education
,
Professional and scholarly
,
Undergraduate
,
Postgraduate, Research & Scholarly
Format: Paperback
Publisher's Status: Active
Availability: Available To Order
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Reviews
!the best book to learn matrix and related ideas!statisticians, econometricians, computer scientists, engineers, and psychometricians will find this extremely useful. (Journal of Statistical Computation and Simulation, March 2006) a most welcome revision (Computational Statistics & Data Analysis, 28 August 2001)
a most welcome revision (Computational Statistics & Data Analysis, 28 August 2001)
"""...the best book to learn matrix and related ideas...statisticians, econometricians, computer scientists, engineers, and psychometricians will find this extremely useful."" (Journal of Statistical Computation and Simulation, March 2006) ""a most welcome revision"" (Computational Statistics & Data Analysis, 28 August 2001)"
Author Information
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.
