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Title: Matrix differential calculus with applications in statistics and econometrics
Authors: Magnus, Jan R
Keywords: Matrices; Differential calculus; Ma trận; Kinh tế lượng
Issue Date: 1999
Publisher: John Wiley
Abstract: 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
URI: http://thuvienso.thanglong.edu.vn//handle/TLU/11890
Appears in Collections1-Kinh tế - Quản lý
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