Generalized Vectorization, Cross-Products, and Matrix Calculus

Business & Finance, Economics, Econometrics, Nonfiction, Computers, General Computing
Cover of the book Generalized Vectorization, Cross-Products, and Matrix Calculus by Darrell A. Turkington, Cambridge University Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Darrell A. Turkington ISBN: 9781139611183
Publisher: Cambridge University Press Publication: February 11, 2013
Imprint: Cambridge University Press Language: English
Author: Darrell A. Turkington
ISBN: 9781139611183
Publisher: Cambridge University Press
Publication: February 11, 2013
Imprint: Cambridge University Press
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Cambridge University Press

Cover of the book Non-Discrimination in International Trade in Services by Darrell A. Turkington
Cover of the book Religious Offence and Human Rights by Darrell A. Turkington
Cover of the book Just Satisfaction under the European Convention on Human Rights by Darrell A. Turkington
Cover of the book Clinical Ethics in Pediatrics by Darrell A. Turkington
Cover of the book Sentimental Opera by Darrell A. Turkington
Cover of the book Pearls and Pitfalls in Abdominal Imaging by Darrell A. Turkington
Cover of the book Ancient Forgiveness by Darrell A. Turkington
Cover of the book Oil and Governance by Darrell A. Turkington
Cover of the book Politicized Justice in Emerging Democracies by Darrell A. Turkington
Cover of the book Negotiating State and Non-State Law by Darrell A. Turkington
Cover of the book Medical Genetics for the MRCOG and Beyond by Darrell A. Turkington
Cover of the book Mathematics for Economics and Finance by Darrell A. Turkington
Cover of the book A First Course in Quantitative Finance by Darrell A. Turkington
Cover of the book Emily Dickinson and the Religious Imagination by Darrell A. Turkington
Cover of the book Multiculturalism in Turkey by Darrell A. Turkington
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy