Generalized Vectorization, Cross-Products, and Matrix Calculus (Paperback)

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.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Release date:	June 2014
First published:	June 2014
Authors:	Darrell A. Turkington
Dimensions:	229 x 152 x 15mm (L x W x T)
Format:	Paperback - Trade
Pages:	280
ISBN-13:	978-1-107-44872-8
Categories:	Books > Computing & IT > General theory of computing > General Books > Computing & IT > Applications of computing > General Books > Business & Economics > Economics > Econometrics > General Promotions
LSN:	1-107-44872-7
Barcode:	9781107448728

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!