Matrix Differential Calculus with Applications in Statistics and Econometrics, 3rd Edition
by Jan R. Magnus
English | 2019 | ISBN: 1119541204 | 471 Pages | PDF EPUB | 11.31 MB
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.
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