Logo

Matrix Differential Calculus with Applications in Statistics and Econometrics

Large book cover: Matrix Differential Calculus with Applications in Statistics and Econometrics

Matrix Differential Calculus with Applications in Statistics and Econometrics
by

Publisher: John Wiley & Sons
ISBN/ASIN: 047198633X
Number of pages: 468

Description:
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.

Download or read it online for free here:
Download link
(2.2MB, PDF)

Similar books

Book cover: Calculus IIICalculus III
by - Lamar University
These lecture notes should be accessible to anyone wanting to learn Calculus III or needing a refresher in some of the topics from the class. The notes assume a working knowledge of limits, derivatives, integration, parametric equations, vectors.
(10643 views)
Book cover: Calculus Volume 3Calculus Volume 3
- OpenStax
The textbook guides students through the core concepts of calculus. Volume 3 covers parametric equations and polar coordinates, vectors, functions of several variables, multiple integration, and second-order differential equations.
(1848 views)
Book cover: Multivariable and Vector AnalysisMultivariable and Vector Analysis
by - Macquarie University
Introduction to multivariable and vector analysis: functions of several variables, differentiation, implicit and inverse function theorems, higher order derivatives, double and triple integrals, vector fields, integrals over paths, etc.
(9453 views)
Book cover: The Calculus of Functions of Several VariablesThe Calculus of Functions of Several Variables
by - Furman University
Many functions in the application of mathematics involve many variables simultaneously. This book introducses Rn, angles and the dot product, cross product, lines, planes, hyperplanes, linear and affine functions, operations with matrices, and more.
(11817 views)