Generalized Vectorization, Cross-Products, and Matrix Calculus
Produs indisponibil momentan. Pentru comenzi va rugam trimiteti mail la adresa depozit2@prior.ro sau contactati-ne la numarul de telefon 021 210 89 28 Vedeti mai jos alte produse similare disponibile.
Cod produs/ISBN: 9781107448728
Disponibilitate: Acest produs nu este momentan in stoc
Autor: Darrell A. Turkington
Editura: Cambridge University Press
Limba: Engleza
Nr. pagini: 280
Coperta: Paperback
Dimensiuni: 15.2 x 1.5 x 22.9 cm
An aparitie: 2014
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.
ebookshop
ebookshop
| An aparitie | 2014 |
| Autor | Darrell A. Turkington |
| Dimensiuni | 15.2 x 1.5 x 22.9 cm |
| Editura | Cambridge University Press |
| Format | Paperback |
| ISBN | 9781107448728 |
| Limba | Engleza |
| Nr pag | 280 |
Clientii ebookshop.ro nu au adaugat inca opinii pentru acest produs. Fii primul care adauga o parere, folosind formularul de mai jos.