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Generalized Vectorization, Cross-Products, and Matrix Calculus

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Generalized Vectorization, Cross-Products, and Matrix Calculus Darrell A Turkington
Libristo kod: 01232062
Nakladnici Cambridge University Press, veljača 2013
This book presents the reader with new operators and matrices that arise in the area of matrix calcu... Cijeli opis
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144.71 €
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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.

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Informacije o knjizi

Puni naziv Generalized Vectorization, Cross-Products, and Matrix Calculus
Autor Darrell A Turkington
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2013
Broj stranica 275
EAN 9781107032002
ISBN 1107032008
Libristo kod 01232062
Nakladnici Cambridge University Press
Težina 490
Dimenzije 159 x 230 x 21

Kategorija

Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Computing & Information Technology > Computer science
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