Matrix Differential Calculus With Applications In Statistics And Econometrics
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Matrix Differential Calculus With Applications In Statistics And Econometrics
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Author : Jan R. Magnus
language : en
Publisher: John Wiley & Sons
Release Date : 2019-03-15
Matrix Differential Calculus With Applications In Statistics And Econometrics written by Jan R. Magnus and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-15 with Mathematics categories.
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 easy it is to use this theory once you have mastered the technique. Jan Magnus, who, along with the late Heinz Neudecker, pioneered the theory, develops it further in this new edition and provides many examples along the way to support it. Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. It is still relevant and used today in a wide range of subjects such as the biosciences and psychology. Matrix Differential Calculus with Applications in Statistics and Econometrics, Third Edition contains all of the essentials of multivariable calculus with an emphasis on the use of differentials. It starts by presenting a concise, yet thorough overview of matrix algebra, then goes on to develop the theory of differentials. The rest of the text combines the theory and application of matrix differential calculus, providing the practitioner and researcher with both a quick review and a detailed reference. Fulfills the need for an updated and unified treatment of matrix differential calculus Contains many new examples and exercises based on questions asked of the author over the years Covers new developments in field and features new applications Written by a leading expert and pioneer of the theory Part of the Wiley Series in Probability and Statistics Matrix Differential Calculus With Applications in Statistics and Econometrics Third Edition is an ideal text for graduate students and academics studying the subject, as well as for postgraduates and specialists working in biosciences and psychology.
Matrix Differential Calculus With Applications In Statistics And Econometrics 3rd Edition
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Author : Jan Magnus
language : en
Publisher:
Release Date : 2019
Matrix Differential Calculus With Applications In Statistics And Econometrics 3rd Edition written by Jan Magnus and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with categories.
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 easy it is to use this theory once you have mastered the technique. Jan Magnus, who, along with the late Heinz Neudecker, pioneered the theory, develops it further in this new edition and provides many examples along the way to support it. Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. It is still relevant and used today in a wide range of subjects such as the biosciences and psychology. Matrix Differential Calculus with Applications in Statistics and Econometrics, Third Edition contains all of the essentials of multivariable calculus with an emphasis on the use of differentials. It starts by presenting a concise, yet thorough overview of matrix algebra, then goes on to develop the theory of differentials. The rest of the text combines the theory and application of matrix differential calculus, providing the practitioner and researcher with both a quick review and a detailed reference. Fulfills the need for an updated and unified treatment of matrix differential calculus Contains many new examples and exercises based on questions asked of the author over the years Covers new developments in field and features new applications Written by a leading expert and pioneer of the theory Part of the Wiley Series in Probability and Statistics Matrix Differential Calculus With Applications in Statistics and Econometrics Third Edition is an ideal text for graduate students and academics studying the subject, as well as for postgraduates and specialists working in biosciences and psychology.
Matrix Calculus
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Author : E. Bodewig
language : en
Publisher: Elsevier
Release Date : 2014-05-12
Matrix Calculus written by E. Bodewig and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-12 with Mathematics categories.
Matrix Calculus, Second Revised and Enlarged Edition focuses on systematic calculation with the building blocks of a matrix and rows and columns, shunning the use of individual elements. The publication first offers information on vectors, matrices, further applications, measures of the magnitude of a matrix, and forms. The text then examines eigenvalues and exact solutions, including the characteristic equation, eigenrows, extremum properties of the eigenvalues, bounds for the eigenvalues, elementary divisors, and bounds for the determinant. The text ponders on approximate solutions, as well as the decomposition of the matrix into two triangular matrices, choice of another pivotal element, Gauss-Doolittle process, Aitken's triple product, neighbor systems, errors and exactness of the solution, and complex systems. The publication also elaborates on the characteristic equation of the iteration processes, type of convergence of the iteration methods, speeding-up convergence by changing matrix, and methods for electronic computers. The determination of eigenvectors, pure methods, progressive algorithms, and deflation are also discussed. The manuscript is a helpful reference for researchers interested in matrix calculus.
Matrix Differential Calculus With Applications In Statistics And Econometrics
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Author :
language : it
Publisher:
Release Date : 2007
Matrix Differential Calculus With Applications In Statistics And Econometrics written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with categories.
Generalized Vectorization Cross Products And Matrix Calculus
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Author : Darrell A. Turkington
language : en
Publisher: Cambridge University Press
Release Date : 2013-02-11
Generalized Vectorization Cross Products And Matrix Calculus written by Darrell A. Turkington and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-02-11 with Business & Economics categories.
This book presents the reader with new operators and matrices that arise in the area of matrix calculus. The properties of these mathematical concepts are investigated and linked with zero-one matrices such as the commutation matrix. Elimination and duplication matrices are revisited and partitioned into submatrices. Studying the properties of these submatrices facilitates achieving new results for the original matrices themselves. Different concepts of matrix derivatives are presented and transformation principles linking these concepts are obtained. One of these concepts is used to derive new matrix calculus results, some involving the new operators and others the derivatives of the operators themselves. The last chapter contains applications of matrix calculus, including optimization, differentiation of log-likelihood functions, iterative interpretations of maximum likelihood estimators and a Lagrangian multiplier test for endogeneity.
Differential Calculus And Its Applications
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Author : Michael J. Field
language : en
Publisher: Courier Corporation
Release Date : 2012-01-01
Differential Calculus And Its Applications written by Michael J. Field and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-01-01 with Mathematics categories.
This text offers a synthesis of theory and application related to modern techniques of differentiation. Based on undergraduate courses in advanced calculus, the treatment covers a wide range of topics, from soft functional analysis and finite-dimensional linear algebra to differential equations on submanifolds of Euclidean space. Suitable for advanced undergraduate courses in pure and applied mathematics, it forms the basis for graduate-level courses in advanced calculus and differential manifolds. Starting with a brief resume of prerequisites, including elementary linear algebra and point set topology, the self-contained approach examines liner algebra and normed vector spaces, differentiation and calculus on vector spaces, and the inverse- and implicit-function theorems. A final chapter is dedicated to a consolidation of the theory as stated in previous chapters, in addition to an introduction to differential manifolds and differential equations.
Matrix Calculus And Zero One Matrices
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Author : Darrell A. Turkington
language : en
Publisher: Cambridge University Press
Release Date : 2001-12-10
Matrix Calculus And Zero One Matrices written by Darrell A. Turkington and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-12-10 with Business & Economics categories.
The statistical models confronting econometricians are complicated in nature so it is no easy task to apply the procedures recommended by classical statisticians to such models. This book presents the reader with mathematical tools drawn from matrix calculus and zero-one matrices and demonstrates how the use of their tools greatly facilitates such applications in a sequence of linear econometric models of increasing statistical complexity. The book differs from others in that the matrix calculus results are derived from a few basic rules which are generalizations of the rules used in ordinary calculus. Moreover the properties of several new zero-one matrices are investigated.
Matrix Algebra
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Author : Karim M. Abadir
language : en
Publisher: Cambridge University Press
Release Date : 2005-08-22
Matrix Algebra written by Karim M. Abadir and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-08-22 with Business & Economics categories.
Matrix Algebra is the first volume of the Econometric Exercises Series. It contains exercises relating to course material in matrix algebra that students are expected to know while enrolled in an (advanced) undergraduate or a postgraduate course in econometrics or statistics. The book contains a comprehensive collection of exercises, all with full answers. But the book is not just a collection of exercises; in fact, it is a textbook, though one that is organized in a completely different manner than the usual textbook. The volume can be used either as a self-contained course in matrix algebra or as a supplementary text.
Pure Mathematics
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Author : Anthony Nicolaides
language : en
Publisher: PASS PUBLICATIONS
Release Date : 2007
Pure Mathematics written by Anthony Nicolaides and has been published by PASS PUBLICATIONS this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Differential calculus categories.
Dynamical Systems
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Author : Pierre N.V. Tu
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Dynamical Systems written by Pierre N.V. Tu and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Science categories.
The favourable reception of the first edition and the encouragement received from many readers have prompted the author to bring out this new edition. This provides the opportunity for correcting a number of errors, typographical and others, contained in the first edition and making further improvements. This second edition has a new chapter on simplifying Dynamical Systems covering Poincare map, Floquet theory, Centre Manifold Theorems, normal forms of dynamical systems, elimination of passive coordinates and Liapunov-Schmidt reduction theory. It would provide a gradual transition to the study of Bifurcation, Chaos and Catastrophe in Chapter 10. Apart from this, most others - in fact all except the first three and last chapters - have been revised and enlarged to bring in some new materials, elaborate some others, especially those sections which many readers felt were rather too concise in the first edition, by providing more explana tion, examples and applications. Chapter 11 provides some good examples of this. Another example may be found in Chapter 4 where the review of Linear Algebra has been enlarged to incorporate further materials needed in this edition, for example the last section on idempotent matrices and projection would prove very useful to follow Liapunov-Schmidt reduction theory presented in Chapter 9.