Matrix Differential Calculus with Applications in Statistics and Econometrics
by Jan R. Magnus, Heinz Neudecker
Publisher: John Wiley & Sons 2007
Number of pages: 468
Magnus and Neudecker present an exhaustive and self-contained revised text on matrix theory and matrix differential calculus. Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioural sciences to econometrics.
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The textbook guides students through the core concepts of calculus. Volume 3 covers parametric equations and polar coordinates, vectors, functions of several variables, multiple integration, and second-order differential equations.
by Kenneth Kuttler
The book is appropriate to anybody who understands the concepts of one variable calculus. The author develops further multivariable advanced calculus. He firsts presents a course in linear algebra, then the other calculus topics.
by Wong Yan Loi - National University of Singapore
Contents: Vector Functions; Functions of several variables; Limits and Continuity; Partial Derivatives; Maximum and Minimum Values; Lagrange Multipliers; Multiple Integrals; Surface Area; Triple Integrals; Vector Fields; Line Integrals; etc.
by Jerry Shurman - Reed College
A text for a two-semester multivariable calculus course. The setting is n-dimensional Euclidean space, with the material on differentiation culminating in the Inverse Function Theorem, and the material on integration culminating in Stokes's Theorem.