Matrix Differential Calculus with Applications in Statistics and Econometrics, 2nd Edition (Wiley Series in Probability and Statistics: Texts and References Section)

by JanR.Magnus (Author), HeinzNeudecker (Author)

• New

  Paperback
  1999

  $105.23

  Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. 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.