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Matrix Differential Calculus with Applications in Statistics and Econometrics.
Abstract
Preface MATRICES: Basic Properties of Vectors and Matrices Kronecker Products, the Vec-Operator and the Moore- Penrose Inverse Miscellaneous Matrix Results DIFFERENTIALS: THE THEORY: Mathematical Preliminaries Differentials and Differentiability The Second Differential Static Optimization DIFFERENTIALS: THE PRACTICE: Some Important Differentials First- Order Differentials and Jacobian Matrices Second-Order Differentials and Hessian Matrices INEQUALITIES: Inequalities THE LINEAR MODEL: Statistical Preliminaries The Linear Regression Model Further Topics in the Linear Model APPLICATIONS TO MAXIMUM LIKELIHOOD ESTIMATION: Maximum Likelihood Estimation Simultaneous Equations Topics in Psychometrics Subject Index Bibliography.
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Sun, Y., Babu, P., & Palomar, D. P. (2017) · IEEE Transactions on Signal Processing · doi:10.1109/tsp.2016.2601299 · Cited by 1,820
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Lo, A. W. (2002) · Financial Analysts Journal · doi:10.2469/faj.v58.n4.2453 · Cited by 843
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Tenenbaum, J. B., & Freeman, W. T. (2000) · Neural Computation · doi:10.1162/089976600300015349 · Cited by 840
Metadata
- Authors
- Magnus, J. R., & Neudecker, H.
- Venue
- Biometrics
- Publisher
- JSTOR
- Published
- 1988-12
- Volume
- 44
- Issue
- 4
- Pages
- 1209
- ISSN
- 0006-341X (ISSN-L)
- OpenAlex
- W2797638056
- Cited by
- 2,699
- References
- 0
- FWCI
- 9.85
- Type
- journal article
- Language
- en
- Open access
- closed
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- Magnus, J. R., & Neudecker, H. (1988). Matrix Differential Calculus with Applications in Statistics and Econometrics. Biometrics. https://doi.org/10.2307/2531754
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