Matrix Differential Calculus with Applications in Statistics and Econometrics, 9780471986331
Paperback
Unlock the power of matrices for statistics and econometrics mastery.

Matrix Differential Calculus with Applications in Statistics and Econometrics

$199.08

  • Paperback

    432 pages

  • Release Date

    17 February 1999

Check Delivery Options

Summary

Mastering Matrix Calculus: A Guide for Statistics and Econometrics

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 an…

Book Details

ISBN-13:9780471986331
ISBN-10:047198633X
Series:Wiley Series in Probability and Statistics: Texts and References Section
Author:Jan R. Magnus, Heinz Neudecker
Publisher:John Wiley & Sons Inc
Imprint:John Wiley & Sons Inc
Format:Paperback
Number of Pages:432
Edition:2nd
Release Date:17 February 1999
Weight:680g
Dimensions:211mm x 152mm x 27mm
What They're Saying

Critics Review

”…the best book to learn matrix and related ideas…statisticians, econometricians, computer scientists, engineers, and psychometricians will find this extremely useful.” (Journal of Statistical Computation and Simulation, March 2006) “a most welcome revision” (Computational Statistics & Data Analysis, 28 August 2001)

About The Author

Jan R. Magnus

Jan R. Magnus is the author of Matrix Differential Calculus with Applications in Statistics and Econometrics, 2nd Edition, published by Wiley. Heinz Neudecker is the author of Matrix Differential Calculus with Applications in Statistics and Econometrics, 2nd Edition, published by Wiley.

Returns

This item is eligible for free returns within 30 days of delivery. See our returns policy for further details.