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Zbl 0912.15003
Magnus, Jan R.; Neudecker, Heinz
Matrix differential calculus with applications in statistics and econometrics. Revised edition. (English)
[B] Wiley Series in Probability and Statistics. Chichester: Wiley. xviii, 395 p. \sterling 34.95/pbk; \$165.00/hbk (1999). ISBN 0-471-98632-1/hbk; ISBN 0-471-98633-X/pbk

See the review of the first edition (1988; Zbl 0651.15001).

MSC 2000:: *15-02 Research monographs (linear algebra)
62J05 Linear regression
62P15 Appl. of statistics to psychology
53A45 Vector and tensor analysis
26B12 Calculus of vector functions
62H25 Factor analysis, etc.
15A09 Matrix inversion
15A45 Miscellaneous inequalities involving matrices
15A42 Inequalities involving eigenvalues and eigenvectors

Keywords: multivariate linear regression; maximum likelihood estimation; matrix differential calculus; Jacobian matrices; Hessian matrices; Kronecker products; vec operator; Moore-Penrose inverse; static optimization; vectors; matrices; inequalities; psychometrics

Citations: Zbl 0651.15001

Cited in: Zbl 1209.91111

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