A brand new, fully updated edition of a popular classic on matrix differential calculus with applications in statistics and econometrics
This exhaustive, self-contained book on matrix theory and matrix differential calculus provides a treatment of matrix calculus based on differentials and shows how easy it is to use this theory once you have mastered the technique. Jan Magnus, who, along with the late Heinz Neudecker, pioneered the theory, develops it further in this new edition and provides many examples along the way to support it.
Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. It is still relevant and used today in a wide range of subjects such as the biosciences and psychology. Matrix Differential Calculus with Applications in Statistics and Econometrics, Third Edition contains all of the essentials of multivariable calculus with an emphasis on the use of differentials. It starts by presenting a concise, yet thorough overview of matrix algebra, then goes on to develop the theory of differentials. The rest of the text combines the theory and application of matrix differential calculus, providing the practitioner and researcher with both a quick review and a detailed reference.
Fulfills the need for an updated and unified treatment of matrix differential calculus
Contains many new examples and exercises based on questions asked of the author over the years
Covers new developments in field and features new applications
Written by a leading expert and pioneer of the theory
Part of the Wiley Series in Probability and Statistics
Matrix Differential Calculus With Applications in Statistics and Econometrics Third Edition is an ideal text for graduate students and academics studying the subject, as well as for postgraduates and specialists working in biosciences and psychology.
Автор: Mario Lefebvre Название: Basic Probability Theory with Applications ISBN: 0387749942 ISBN-13(EAN): 9780387749945 Издательство: Springer Рейтинг: Цена: 69870.00 T Наличие на складе: Невозможна поставка. Описание: Presents elementary probability theory with applications that illustrate the theory. This book reviews the basic elements of differential calculus which are used in the material to follow. It is suitable for students in pure and applied sciences such as mathematics, engineering, computer science, finance and economics.
Автор: Aur?lien Alfonsi Название: Affine Diffusions and Related Processes: Simulation, Theory and Applications ISBN: 3319382543 ISBN-13(EAN): 9783319382548 Издательство: Springer Рейтинг: Цена: 79190.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order schemes for the weak error.
Автор: Alfonsi, Aurelien Название: Affine diffusions and related processes: simulation, theory and applications ISBN: 3319052209 ISBN-13(EAN): 9783319052205 Издательство: Springer Рейтинг: Цена: 79190.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order schemes for the weak error.
Автор: Gao Название: Universal Fuzzy Controllers for Non-affine Nonlinear Systems ISBN: 9811019738 ISBN-13(EAN): 9789811019739 Издательство: Springer Рейтинг: Цена: 102480.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This thesis provides a systematic and integral answer to an open problem concerning the universality of dynamic fuzzy controllers. It presents a number of novel ideas and approaches to various issues including universal function approximation, universal fuzzy models, universal fuzzy stabilization controllers, and universal fuzzy integral sliding mode controllers. The proposed control design criteria can be conveniently verified using the MATLAB toolbox. Moreover, the thesis provides a new, easy-to-use form of fuzzy variable structure control. Emphasis is given to the point that, in the context of deterministic/stochastic systems in general, the authors are in fact discussing non-affine nonlinear systems using a class of generalized T-S fuzzy models, which offer considerable potential in a wide range of applications.
Автор: Nanhua Xi Название: Representations of Affine Hecke Algebras ISBN: 3540583890 ISBN-13(EAN): 9783540583899 Издательство: Springer Рейтинг: Цена: 23250.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: These lecture notes show that the classification of simple Hq-modules is essentially different from general cases when q is a root of 1 of certain orders. The based rings of affine Weyl groups are shown to be of interest in understanding irreducible representations of affine Hecke algebras.
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