Matrix Calculus and Zero-One Matrices

Name: Matrix Calculus and Zero-One Matrices
Brand: Cambridge University Press
SKU: 9780521022453
Price: 44.54 EUR
Availability: InStock

Statistical and Econometric Applications

Autor: Darrell A. Turkington

Jazyk:

Väzba: Brožovaná

Vydavateľ: Cambridge University Press

Dostupnosť: Skladom u dodávateľa

Odosielame za 9-15 dní

44.54 €

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

Informácie o knihe

Autor

Darrell A. Turkington

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2005

Stránok

220

EAN

9780521022453

ISBN

0521022452

Enbook ID

02018303

Vydavateľ

Cambridge University Press

Hmotnosť

338

Rozmery

153 x 230 x 13

Kompletný popis

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.

Mohlo by vás zaujímať

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež

Najčastejšie vyhľadávané

Categories

Authors

Publishers

Produkty

Produkty

Najčastejšie vyhľadávané

Categories

Authors

Publishers

Produkty

Produkty

Matrix Calculus and Zero-One Matrices

Statistical and Econometric Applications

Informácie o knihe

Kompletný popis

Mohlo by vás zaujímať

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež