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Generalized Vectorization, Cross-Products, and Matrix Calculus

Name: Generalized Vectorization, Cross-Products, and Matrix Calculus
Brand: Cambridge University Press
SKU: 04768038
Price: 58.01 EUR
Availability: InStock
Author: Darrell A. Turkington
ISBN: 9781107448728

Darrell A. Turkington

Jezik

Angleščina

Knjiga Mehka

Koda Libristo: 04768038

Založba Cambridge University Press, junij 2014

This book presents the reader with new operators and matrices that arise in the area of matrix calcu... Celoten opis

Koda Libristo: 04768038

141 b

58.01 €

Na zalogi pri dobavitelju Odposlali bomo v 14-21 dneh

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Neues verkehrswissenschaftliches Journal - Ausgabe 12 Harry Dobeschinsky

Mehka

16.94 €

Gruppenbesteuerung Hubert W Fuchs

Mehka

28.04 €

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.