Description
* Contains the essentials of multivariable calculus with an emphasis on the use of differentials
* Many new examples and exercises
* Fulfils the need for a unified and self-contained treatment of matrix differential calculus
* Includes new developments in this field
Part I presents a concise, yet thorough overview of matrix algebra, while the second part develops the theory of differentials. The remaining Parts III to VI combine the theory and application of matrix differential calculus providing the practitioner and researcher with both a quick review and a detailed reference. Visit our web page http://www.wiley.com/
About the Author
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.
Reviews
"...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)
Book Information
ISBN 9780471986331
Author Jan R. Magnus
Format Paperback
Page Count 432
Imprint John Wiley & Sons Inc
Publisher John Wiley & Sons Inc
Weight(grams) 680g
Dimensions(mm) 211mm * 152mm * 27mm