Magnus, J. R., & Neudecker, H. (2019). Matrix differential calculus with applications in statistics and econometrics (Third edition.). John Wiley & Sons Ltd.
Chicago Style (17th ed.) CitationMagnus, Jan R., and Heinz Neudecker. Matrix Differential Calculus with Applications in Statistics and Econometrics. Third edition. Hoboken, NJ: John Wiley & Sons Ltd, 2019.
MLA (9th ed.) CitationMagnus, Jan R., and Heinz Neudecker. Matrix Differential Calculus with Applications in Statistics and Econometrics. Third edition. John Wiley & Sons Ltd, 2019.
Warning: These citations may not always be 100% accurate.