Matrix differential calculus with applications in statistics and econometrics /

A 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...

Full description

Bibliographic Details

Main Authors:	Magnus, Jan R. (Author), Neudecker, Heinz (Author)
Format:	eBook
Language:	English
Published:	Hoboken, NJ : John Wiley & Sons Ltd, 2019.
Edition:	Third edition.
Series:	Wiley series in probability and statistics.
Subjects:	Matrices. Differential calculus. Statistics. Econometrics.
Online Access:	Connect to the full text of this electronic book