Contact
Comment faire ses achats
Livraison
Guide d'achat
Matrix Calculus and Zero-One Matrices
Statistical and Econometric Applications
Anglais
368 b
Livraison à Autriche
Jusqu'à 30 jours pour les retours
Les clients ont également acheté
/
Livre relié
79.90
€
/
Livre de poche
10.69
€
/
Livre de poche
6.99
€
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.
À propos du livre
Anglais
Offrez ce livre dès aujourd'hui
C’est simple
1 Ajouter au panier et choisir l'option Livrer comme cadeau à la caisse. 2 Nous vous enverrons un bon d'achat 3 Le livre arrivera à l'adresse du destinataireCeci pourrait également vous intéresser
/
Livre de poche
29.49
€
/
Livre de poche
43.79
€
/
Livre de poche
10.69
€
/
Livre relié
107.29
€
/
Livre de poche
21.99
€
Bonjour ! Je suis Libroamiko, votre conseiller littéraire.
Comment puis-je vous aider ?