Matrix Differential Calculus With Applications in Statistics and Econometrics

Jan R. Magnus

ISBN 10: 0471915165 / ISBN 13: 9780471915164

Verlag: Wiley Blackwell, 1988

Beschreibung

Titel: Matrix Differential Calculus With Applications in Statistics and Econometrics. Editie: 1. Jaar van uitgave: 1988. Taal: Engels. Boek scheef met een zon verkleurde rug. Verder prima. Enkele gebruik-/opslagsporen. Lichte slijtage randjes/hoekjes/rug. Randje(s) stofomslag licht gekreukeld.

Bestandsnummer des Verkäufers 88301

Bibliografische Details

• Titel: Matrix Differential Calculus With Applications in Statistics and Econometrics
• Verlag: Wiley Blackwell
• Erscheinungsjahr: 1988
• Sprache: Englisch
• ISBN-10: 0471915165
• ISBN-13: 9780471915164
• Einband: Hardcover met stofomslag
• Zustand: Fair

Über diesen Titel

Inhaltsangabe

This book provides a self-contained and unified treatment of matrix differential calculus, aimed at econometricians and statisticians. It can be used as a textbook for senior undergraduate or graduate courses on the subject, and will also be a valuable source for professional econometricians and statisticians who want to learn and apply these important techniques. The authors base their approach on differentials rather than derivatives, and they show that the use of differentials is elegant, easy and considerably more useful in applications. No specialist knowledge of matrix algebra or calculus is required, since the basics of matrix algebra are covered in the first three chapters with a thorough treatment of multivariable calculus provided in Chapters Four to Seven. Exercises are included in each chapter, and many examples which illustrate applications of the theory are considered in detail.