Matrix Calculus and Zero-One Matrices

Name: Matrix Calculus and Zero-One Matrices
Brand: Cambridge University Press
SKU: 9780521022453
Price: 255.51 RON
Availability: InStock

Statistical and Econometric Applications

Autor: Darrell A. Turkington

Limbă:

Legare: Carte broșată

Editura: Cambridge University Press

Disponibilitate: În depozitul extern

Expediem în 9-15 zile

255.51 lei

This 2002 book presents the reader with mathematical tools taken from matrix calculus and zero-one m...

Informații despre carte

Autor

Darrell A. Turkington

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2005

Pagini

220

EAN

9780521022453

ISBN

0521022452

Enbook ID

02018303

Editura

Cambridge University Press

Greutate

338

Dimensiuni

153 x 230 x 13

Descriere completă

This 2002 book presents the reader with mathematical tools taken from matrix calculus and zero-one matrices and demonstrates how these tools greatly facilitate the application of classical statistical procedures to econometric models. The matrix calculus results are derived from a few basic rules that are generalizations of the rules of ordinary calculus. These results are summarized in a useful table. Well-known zero-one matrices, together with some newer ones, are defined, their mathematical roles explained, and their useful properties presented. The basic building blocks of classical statistics, namely the score vector, the information matrix, and the Cramer-Rao lower bound, are obtained for a sequence of linear econometric models of increasing statistical complexity. From these are obtained interactive interpretations of maximum likelihood estimators, linking them with efficient econometric estimators. Classical test statistics are also derived and compared for hypotheses of interest.

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Matrix Calculus and Zero-One Matrices

Statistical and Econometric Applications

Informații despre carte

Descriere completă

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și