Matrix Differential Calculus with Applications in Statistics and Econometrics

By J. R. Magnus. Wiley Series in Probability and Statistics, 2019

328 citations recorded by the source corpus.

Subfields: Applied Mathematics, Computational Theory and Mathematics, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/8ebe3283bfd16baefec6c747be8319c749121ad8

Citations in the corpus

• Principal Component Analysis of High-Frequency Data (2016, unknown): “We use ‖·‖ to denote the Euclidean norm for vectors ormatrices, and the superscript “+” to denote the Moore–Penrose inverse of a real matrix (see, e.g., Magnus and Neudecker 1999).”