Generalized Vectorization, Cross-products, and Matrix Calculus
ISBN: 9781107032002 | 1107032008
Format: HardcoverPublisher: Cambridge Univ Pr
Pub. Date: 2/28/2013
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Matrix calculus is an efficient procedure for obtaining many derivatives at once, used in statistics and econometrics. This book studies different concepts of matrix derivatives. A large portion of this book studies the particular brand of mathematics behind matrix calculus, which includes special matrices whose elements are all zero or one. The last chapter looks at applications of matrix calculus in statistics and econometrics.
This book studies the mathematics behind matrix calculus and the applications of matri... MORE
This book studies the mathematics behind matrix calculus and the applications of matri... MORE
| Mathematical prerequisites | |
| Zero-one matrices | |
| Elimination and duplication matrices | |
| Matrix calculus | |
| New matrix calculus results | |
| Applications | |
| Table of Contents provided by Publisher. All Rights Reserved. |
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