6728469
9780471915164
Matrix and Differential Calculus with Applications in Statistics and Econometrics
by Magnus, Jan R., Neudecker, Heinz
About this item
- Condition: Very Good
- Provider: dharmaemporium Contact
- Provider Rating: 93%
- Ships From: Bloomingtion, IN
- Shipping: Standard, Expedited
- Comments: Hardcover with dust jacket in Very Good condition. Clean pages. Good binding. Minimal wear to the exterior. Carefully packaged to avoid damage in shipping.
Product details
- ISBN-13: 9780471915164
- ISBN: 0471915165
- Edition: 1
- Publication Date: 1988
- Publisher: Wiley & Sons, Incorporated, John
AUTHOR
SUMMARY
MATRICES. Basic Properties of Vectors and Matrices. Kronecker Products, the Vec-Operator, and the Moore-Penrose Inverse. Miscellaneous Matrix Results. DIFFERENTIALS: THE THEORY. Mathematical Preliminaries. Differentials and Differentiability. The Second Differential. Static Optimization. DIFFERENTIALS: THE PRACTICE. Some Important Differentials. First-Order Differentials and Jacobian Matrices. Second-Order Differentials and Hessian Matrices. INEQUALITIES. Inequalities. THE LINEAR MODEL. Statistical Preliminaries. The Linear Regression Model. Further Topics in the Linear Model. APPLICATIONS TO MAXIMUM LIKELIHOOD ESTIMATION. Maximum Likelihood Estimation. Simultaneous Equations. Topics in Psychometrics. Index.Magnus, Jan R. is the author of 'Matrix and Differential Calculus with Applications in Statistics and Econometrics', published 1988 under ISBN 9780471915164 and ISBN 0471915165.
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