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Viac informácií o knihe Generalized Vectorization, Cross-Products, and Matrix Calculus

• Parametre knihy
• Anotácia kniha
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Anotácia knihy

This book presents the reader with new operators and matrices that arise in the area of matrix calculus. The properties of these mathematical concepts are investigated and linked with zero-one matrices such as the commutation matrix. Elimination and duplication matrices are revisited and partitioned into submatrices. Studying the properties of these submatrices facilitates achieving new results for the original matrices themselves. Different concepts of matrix derivatives are presented and transformation principles linking these concepts are obtained. One of these concepts is used to derive new matrix calculus results, some involving the new operators and others the derivatives of the operators themselves. The last chapter contains applications of matrix calculus, including optimization, differentiation of log-likelihood functions, iterative interpretations of maximum likelihood estimators and a Lagrangian multiplier test for endogeneity.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Econometrics

• Celý názov: Generalized Vectorization, Cross-Products, and Matrix Calculus
• Autor: Darrell A Turkington
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 275
• EAN: 9781107032002
• ISBN: 1107032008
• ID: 01232062
• Nakladateľ: Cambridge University Press
• Hmotnosť: 490 g
• Rozmery: 230 × 159 × 21 mm
• Dátum vydania: 11. February 2013

Obľúbené z iného súdka

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