Generalized Vectorization, Cross-Products, and Matrix Calculus

Name: Generalized Vectorization, Cross-Products, and Matrix Calculus
Brand: Cambridge University Press
SKU: 9781107032002
Price: 770.68 RON
Availability: InStock

Autor: Darrell A Turkington

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Legare: Copertă tare

Editura: Cambridge University Press

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

Informații despre carte

Autor

Darrell A Turkington

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2013

Pagini

275

EAN

9781107032002

ISBN

1107032008

Enbook ID

01232062

Editura

Cambridge University Press

Greutate

490

Dimensiuni

159 x 230 x 21

Descriere completă

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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Generalized Vectorization, Cross-Products, and Matrix Calculus

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