Magnus, Jan R.

Matrix differential calculus with applications in statistics and econometrics / Jan R. Magnus and Heinz Neudecker - Third edition - Hoboken, NJ : Wiley, 2019. - xviii, 479 pages ; 24 cm. - Wiley series in probability and statistics .

Includes bibliographical references and indexes.

9781119541202 HB


Matrices.
Differential calculus.
Statistics.
Econometrics.

QA 188 M34 2019 CIRC