Table of Contents

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

About the Author

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.

Reviews

"...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)