Matrix differential calculus with applications in statistics and econometrics

DOI10.1002/9781119504818zbMATH Open1411.15003OpenAlexW4251712866MaRDI QIDQ4629796FDOQ4629796

Authors: Jan R. Magnus, Heinz Neudecker 

Publication date: 28 March 2019

Full work available at URL: https://doi.org/10.1002/9781119504818

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Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Applications of statistics to psychology (62P15) Inequalities involving eigenvalues and eigenvectors (15A42) Theory of matrix inversion and generalized inverses (15A09) Miscellaneous inequalities involving matrices (15A45) Calculus of vector functions (26B12) Differential geometric aspects in vector and tensor analysis (53A45) Research exposition (monographs, survey articles) pertaining to linear algebra (15-02)

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