Matrix Differential Calculus with Applications in Statistics and Econometrics, 3rd Edition, Jan R.Magnus and HeinzNeudecker, John Wiley & Sons, 2019, 504 pages, $115, hardcover; $92.99 ebook, ISBN: 978‐1‐1195‐4116‐5

Shuangzhe Liu

doi:10.1111/insr.12371

Matrix Differential Calculus with Applications in Statistics and Econometrics, 3rd Edition, Jan R.Magnus and HeinzNeudecker, John Wiley & Sons, 2019, 504 pages, $115, hardcover; $92.99 ebook, ISBN: 978‐1‐1195‐4116‐5

International Statistical Review ◽

10.1111/insr.12371 ◽

2020 ◽

Vol 88 (1) ◽

pp. 261-263

Author(s):

Shuangzhe Liu

Keyword(s):

Differential Calculus ◽

Matrix Differential Calculus ◽

Matrix Differential

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The application of matrix differential calculus for the derivation of simplified expressions in approximate non-linear filtering algorithms

Automatica ◽

10.1016/s0005-1098(00)00069-8 ◽

2000 ◽

Vol 36 (10) ◽

pp. 1553-1560 ◽

Cited By ~ 8

Author(s):

C. Bohn ◽

H. Unbehauen

Keyword(s):

Differential Calculus ◽

Linear Filtering ◽

Filtering Algorithms ◽

Non Linear ◽

Matrix Differential Calculus ◽

Matrix Differential

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Matrix Differential Calculus With Applications in Statistics and Econometrics

Technometrics ◽

10.1080/00401706.1989.10488622 ◽

1989 ◽

Vol 31 (4) ◽

pp. 501-502 ◽

Cited By ~ 2

Author(s):

Eric Ziegel

Keyword(s):

Differential Calculus ◽

Matrix Differential Calculus ◽

Matrix Differential

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Matrix differential calculus with applications to simple, hadamard, and kronecker products

Journal of Mathematical Psychology ◽

10.1016/0022-2496(85)90006-9 ◽

1985 ◽

Vol 29 (4) ◽

pp. 474-492 ◽

Cited By ~ 69

Author(s):

Jan R. Magnus ◽

H. Neudecker

Keyword(s):

Differential Calculus ◽

Kronecker Products ◽

Matrix Differential Calculus ◽

Matrix Differential

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Tensor products and matrix differential calculus

Linear Algebra and its Applications ◽

10.1016/0024-3795(85)90194-6 ◽

1985 ◽

Vol 67 ◽

pp. 169-193 ◽

Cited By ~ 22

Author(s):

D.S.G. Pollock

Keyword(s):

Differential Calculus ◽

Tensor Products ◽

Matrix Differential Calculus ◽

Matrix Differential

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Matrix Differential Calculus with Applications in Statistics and Econometrics.

Biometrics ◽

10.2307/2531754 ◽

1988 ◽

Vol 44 (4) ◽

pp. 1209 ◽

Cited By ~ 237

Author(s):

J. R. Magnus ◽

H. Neudecker

Keyword(s):

Differential Calculus ◽

Matrix Differential Calculus ◽

Matrix Differential

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Matrix Differential Calculus with Applications in Statistics and Econometrics.

Journal of the Royal Statistical Society Series A (Statistics in Society) ◽

10.2307/2982940 ◽

1989 ◽

Vol 152 (2) ◽

pp. 268

Author(s):

Martin Crowder ◽

J. R. Magnus ◽

H. Neudecker

Keyword(s):

Differential Calculus ◽

Matrix Differential Calculus ◽

Matrix Differential

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Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices

Linear Algebra and its Applications ◽

10.1016/j.laa.2008.09.019 ◽

2009 ◽

Vol 430 (2-3) ◽

pp. 674-691 ◽

Cited By ~ 8

Author(s):

André Klein ◽

Peter Spreij

Keyword(s):

Time Series ◽

Differential Calculus ◽

Stationary Time Series ◽

Stationary Time ◽

Matrix Differential Calculus ◽

Matrix Differential ◽

Information Matrices

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Book Reviews

Austrian Journal of Statistics ◽

10.17713/ajs.v29i2.505 ◽

2016 ◽

Vol 29 (2) ◽

pp. 123-132

Author(s):

Ulrike Leopold-Wildburger ◽

Jürgen Pilz ◽

Peter Filzmoser ◽

Herwig Friedl ◽

Walter Böhm ◽

...

Keyword(s):

Differential Calculus ◽

Europäische Union ◽

Mathematical Statistics ◽

Local Regression ◽

Statistische Methoden ◽

Matrix Differential Calculus ◽

Matrix Differential

Empirische Forschungsmethoden. (W. Stier)Mathematical Statistics. A Unified Introduction. (G.R. Terrell)Multivariate statistische Methoden und ihre Anwendungen in den Wirtschafts- undSozialwissenschaften. (H.P. Litz)Local Regression and Likelihood. (C. Loader)Matrix Differential Calculus with Applications in Statistics and Econometrics. (J.R.Magnus, H. Neudecker)Einflußreiche Beobachtungen in der explorativen Faktorenanalyse: Identifikationund Einflußbeschränkung. (U. Steinhauser)Gebundene Hochrechnung bei Stichprobenerhebungen mit Hilfe von Splines. (R.Münnich)Währungsunion und Monetäre Statistik. (K. Hanau, A. Steger)Europäische Union und ihre Auswirkungen auf das deutsche Statistiksystem. (M.Jäger, R. Stäglin)

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