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Generalized Vectorization, Cross-Products, and Matrix Calculus

Language EnglishEnglish
Book Paperback
Book Generalized Vectorization, Cross-Products, and Matrix Calculus Darrell A. Turkington
Libristo code: 04768038
Publishers Cambridge University Press, June 2014
This book presents the reader with new operators and matrices that arise in the area of matrix calcu... Full description
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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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About the book

Full name Generalized Vectorization, Cross-Products, and Matrix Calculus
Language English
Binding Book - Paperback
Date of issue 2014
Number of pages 280
EAN 9781107448728
ISBN 1107448727
Libristo code 04768038
Weight 38
Dimensions 156 x 229 x 16
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