Matrix differential calculus with applications in statistics and econometrics
By: Jan R. Magnus and Heinz Neudecker.
Contributors: Neudecker, Heinz.
Edition: Rev. ed.
Publisher: John Wiley
Published: 1999
Place of publication: New York
Language: eng
Number of pages: 395
Subjects: Matrices.; Differential calculus.; Statistics.; Econometrics.
Other titles: Matrix differential calculus
Notes: Includes bibliographical references (p. 379-386) and index.