LEADER 03626nam 2200565 450 001 9910467393303321 005 20210610081055.0 010 $a1-119-54121-2 010 $a1-119-54116-6 010 $a1-119-54119-0 035 $a(CKB)4100000007815531 035 $a(MiAaPQ)EBC5732745 035 $a(CaSebORM)9781119541202 035 $a(Au-PeEL)EBL5732745 035 $a(OCoLC)1081339087 035 $a(EXLCZ)994100000007815531 100 $a20190329d2019 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aMatrix differential calculus with applications in statistics and econometrics /$fJan Rudolph Magnus and Heinz Neudecker 205 $aThird edition. 210 1$aHoboken, NJ :$cWiley,$d2019. 215 $a1 online resource (500 pages) 225 1 $aWiley Series in Probability and Statistics 311 $a1-119-54120-4 320 $aIncludes bibliographical references and index. 330 $aA brand new, fully updated edition of a popular classic on matrix differential calculus with applications in statistics and econometrics This exhaustive, self-contained book on matrix theory and matrix differential calculus provides a treatment of matrix calculus based on differentials and shows how easy it is to use this theory once you have mastered the technique. Jan Magnus, who, along with the late Heinz Neudecker, pioneered the theory, develops it further in this new edition and provides many examples along the way to support it. Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. It is still relevant and used today in a wide range of subjects such as the biosciences and psychology. Matrix Differential Calculus with Applications in Statistics and Econometrics, Third Edition contains all of the essentials of multivariable calculus with an emphasis on the use of differentials. It starts by presenting a concise, yet thorough overview of matrix algebra, then goes on to develop the theory of differentials. The rest of the text combines the theory and application of matrix differential calculus, providing the practitioner and researcher with both a quick review and a detailed reference. Fulfills the need for an updated and unified treatment of matrix differential calculus Contains many new examples and exercises based on questions asked of the author over the years Covers new developments in field and features new applications Written by a leading expert and pioneer of the theory Part of the Wiley Series in Probability and Statistics Matrix Differential Calculus With Applications in Statistics and Econometrics Third Edition is an ideal text for graduate students and academics studying the subject, as well as for postgraduates and specialists working in biosciences and psychology. 410 0$aWiley series in probability and statistics. 606 $aMatrices 606 $aDifferential calculus 606 $aStatistics 606 $aEconometrics 608 $aElectronic books. 615 0$aMatrices. 615 0$aDifferential calculus. 615 0$aStatistics. 615 0$aEconometrics. 676 $a512.9/434 700 $aMagnus$b Jan R.$0101872 702 $aNeudecker$b Heinz 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910467393303321 996 $aMatrix differential calculus with applications in statistics and econometrics$9197023 997 $aUNINA