Matrix differential calculus with applications in statistics and econometrics / Jan R. Magnus and Heinz Neudecker.

Bibliographic Details
Main Author: Magnus, Jan R.
Other Authors: Neudecker, Heinz
Language:English
Published: New York : John Wiley, 1999.
Edition:Revised edition.
Subjects:
Physical Description:xviii, 395 pages : illustrations ; 23 cm
Variant Title:
Matrix differential calculus.
Format: Book