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Matrix differential calculus with applications in statistics and econometrics. Revised edition. (English) Zbl 0912.15003
Wiley Series in Probability and Statistics. Chichester: Wiley. xviii, 395 p. (1999).
See the review of the first edition (1988; Zbl 0651.15001).

MSC:
15-02 Research exposition (monographs, survey articles) pertaining to linear algebra
62J05 Linear regression; mixed models
62P15 Applications of statistics to psychology
53A45 Differential geometric aspects in vector and tensor analysis
26B12 Calculus of vector functions
62H25 Factor analysis and principal components; correspondence analysis
15A09 Theory of matrix inversion and generalized inverses
15A45 Miscellaneous inequalities involving matrices
15A42 Inequalities involving eigenvalues and eigenvectors
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