Jump to ratings and reviews
Rate this book

Matrix Differential Calculus with Applications in Statistics and Econometrics

Rate this book
Ein umfassendes Lehrbuch der Matrixdifferentialrechnung f�r Statistiker und �konometriker, in deren Forschungsalltag die Matrixtheorie eine zentrale Rolle spielt. Gegen�ber der hervorragend aufgenommenen ersten Auflage haben die Autoren, anerkannte Experten dieses Gebietes, den Text um neue Entwicklungen erweitert; die Beispiele und �bungsaufgaben wurden ebenfalls erg�nzt. (06/99)

432 pages, Paperback

First published April 25, 1988

1 person is currently reading
34 people want to read

About the author

Jan R. Magnus

12 books2 followers

Ratings & Reviews

What do you think?
Rate this book

Friends & Following

Create a free account to discover what your friends think of this book!

Community Reviews

5 stars
4 (36%)
4 stars
3 (27%)
3 stars
4 (36%)
2 stars
0 (0%)
1 star
0 (0%)
Displaying 1 of 1 review
Profile Image for Lucille Nguyen.
415 reviews12 followers
April 15, 2025
Two points:

1) this is a fairly good coverage of differential calculus with matrices and its applications to maximum likelihood estimation statistics

2) probably the worst notation for the transpose I've ever seen in a math book. Using ' to denote the transpose makes sense if you're MATLAB-brained, but c'mon, \intercal T superscript is both more readable and understandable at a glance

Good for a overview + review of the topic. Probably wouldn't use it as a first book on the subject tbh
Displaying 1 of 1 review

Can't find what you're looking for?

Get help and learn more about the design.