Übersicht			Auf mobile öffnen

Lieferstatus:	i.d.R. innert 7-14 Tagen versandfertig
Veröffentlichung:	Juni 2014
Genre:	Wirtschaft / Recht
	BUSINESS & ECONOMICS / Econometrics / Calculus / computer science / COMPUTERS / Computer Science / Econometrics / Econometrics and economic statistics / Economic statistics
ISBN:	9781107448728
EAN-Code:	9781107448728
Verlag:	Cambridge Academic
Einband:	Kartoniert
Sprache:	English
Dimensionen:	H 229 mm / B 152 mm / D 15 mm
Gewicht:	380 gr
Illustration:	4 tables, Tabellen, nicht spezifiziert
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

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.