Matrix Differential Calculus with Applications in Statistics and Econometrics, 2nd Edition

ISBN: 978-0-471-98633-1

Paperback

432 pages

March 1999

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Contains the essentials of multivariable calculus with an emphasis on the use of differentials.

Many new examples and exercises
Fulfills the need for a unified and self-contained treatment of matrix differential calculus
Includes new developments in this field
"Statisticians and econometricians who deal with matrix theory in their everyday research will be extremely pleased to discover such a complete textbook (written especially for them). It fills a long-felt need for an exhaustive, unified and self-contained treatment of matrix theory and matrix differential calculus."--Journal of the American Statistical Association on the first edition