Matrix Differential Calculus with Applications in Statistics and Econometrics, 2nd Edition
| Author | : | |
| Rating | : | 4.22 (598 Votes) |
| Asin | : | 047198633X |
| Format Type | : | paperback |
| Number of Pages | : | 424 Pages |
| Publish Date | : | 2015-05-23 |
| Language | : | English |
DESCRIPTION:
Bad typesetting reviews are not exaggerating MG I have read the bad reviews regarding the typesetting of this book and I thought they were exaggerating. Nevertheless, I have borrowed this book (old edition/hardcover) from the University library and I thought that buying it was worthwile.When I ordered the book I found out that the book quality was even worse than expected. The typesetting is worse than a photocopied book; I even thought that this was not an authentic copy but a cheap one from a Banana country. Nevertheless, when you open to read the book pages are coming o. essential guide to matrix calculus Stanislav Kolenikov I am unusually lucky to get around the typesetting problems described by other reviewers: I was translating the book into Russian a few years ago based on the authors' LaTeX files, so I am not even sure I saw the Wiley book printed. I also was able to receive the author copy from the Russian publisher for free. Of course Wiley's price of $300 is ridiculous! The authors complained about it, too, seeing this as an objective obstacle for dissemination, but there is little they could do about the price.I have not appreciated the . enormous utility UNPINGCO For some reason, in spite of its enormous utility, matrix differential calculus is oddly absent from standard courses in signal processing and control. The great strength of this text is its focus on the development of sufficient and necessary conditions for constrained/unconstrained minima/maxima. There are good examples regarding maximum likelihood estimation. There are also some useful results regarding the Kronecker product and commutator matrices. The chapter at the end covers specific topics in econometrics. The paperba
"…the best book to learn matrix and related ideas…statisticians, econometricians, computer scientists, engineers, and psychometricians will find this extremely useful." (Journal of Statistical Computation and Simulation, March 2006) "a most welcome revision" (Computational Statistics & Data Analysis, 28 August 2001)
Matrix Differential Calculus With Applications in Statistics and Econometrics Revised Edition Jan R. While the structure and successful elements of the first edition remain, this revised and updated edition contains many new examples and exercises. Magnus, CentER, Tilburg University, The Netherlands and Heinz Neudecker, Cesaro, Schagen, The Netherlands " als rigorously with many of the problems that have bedevilled the subject up to the present time." - Stephen Pollock, Econometric Theory "I continued to be pleasantly surprised by the variety and usefulness of its contents " - Isabella Verdinelli, Journal of the American Statistical Association Continuing the success of their first edition, Magnus