Preface xv
Preface to the first revised printing xvii
Preface to the second revised printing xviii
Part One- Matrices
Part Two- Differentials: the theory
Part Three- Differentials: the practice
Part Four- Inequalities
Part Five- The linear model
Part Six- Applications to maximum likelihood estimation
Bibliography 379
Index of Symbols 387
Subject Index 390
Jan R. Magnus is the author of Matrix Differential Calculus with Applications in Statistics and Econometrics, 2nd Edition, published by Wiley. Heinz Neudecker is the author of Matrix Differential Calculus with Applications in Statistics and Econometrics, 2nd Edition, published by Wiley.
"...the best book to learn matrix and related
ideas...statisticians, econometricians, computer scientists,
engineers, and psychometricians will find this extremely useful."
(Journal of Statistical Computation and Simulation, March 2006)
"a most welcome revision" (Computational Statistics & Data
Analysis, 28 August 2001)
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