Matrix Differential Calculus with Applications in Statistics and Econometrics.
Clicks: 3
ID: 290231
1988
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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.
| Reference Key |
openalex_W2797638056
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|---|---|
| Authors | J. R. Magnus, Heinz Neudecker |
| Journal | biometrics |
| Year | 1988 |
| DOI |
10.2307/2531754
|
| URL | |
| Keywords | Keywords not found |
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