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Wiley Matrix Differential Calculus - Statistics & Econometrics

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Description

This brand new, fully updated edition of a popular classic provides an exhaustive and self-contained treatment of matrix theory and matrix differential calculus. Part of the Wiley Series in Probability and Statistics, this book is designed for those needing a deep understanding of matrix calculus based on differentials. Jan Magnus, a pioneer of this theory alongside the late Heinz Neudecker, develops the subject further in this edition. The text shows how easy it is to apply these theories once the techniques are mastered, making it an essential tool for quantitative work. With many examples provided throughout the text, readers can support their learning and see practical applications in the fields of statistics and econometrics.

Key Features

This Wiley Series in Probability and Statistics book provides a fully updated edition of a classic text on matrix differential calculus.

The book offers an exhaustive and self-contained treatment of both matrix theory and matrix differential calculus.

Jan Magnus develops the theory further in this new edition to support applications in statistics and econometrics.

The text uses a treatment of matrix calculus based on differentials to demonstrate how easy the theory is to use once mastered.

Numerous examples are included throughout the book to help support the learning of complex quantitative techniques.

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
15 March 2019
Listed Since
22 February 2019

Barcode

No barcode data available

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