Generalized Vectorization, Cross-Products, and Matrix Calculus

Name: Generalized Vectorization, Cross-Products, and Matrix Calculus
Brand: Cambridge University Press
SKU: 9781107448728
Price: 254.25 PLN
Availability: InStock

Autor: Darrell A. Turkington

Język:

Oprawa: Miękka

Wydawca: Cambridge University Press

Dostępność: Dostępna u dostawcy

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254.25 zł

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

Informacje o książce

Autor

Darrell A. Turkington

Język

Angielski

Oprawa

Książka - Miękka

Data wydania

2014

strony

280

EAN

9781107448728

ISBN

1107448727

Enbook ID

04768038

Wydawca

Cambridge University Press

Waga

Wymiary

156 x 229 x 16

Pełny opis

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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