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Matrix Differential Calculus with Applications in Statistics and Econometrics, Jan R. Magnus, Heinz Neudecker



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Цена: 15264р.
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Автор: Jan R. Magnus, Heinz Neudecker   (Ян Р. Магнус)
Название:  Matrix Differential Calculus with Applications in Statistics and Econometrics
Перевод названия: Ян Р. Магнус: Матричное дифференциальное исчисление с приложениями в статистике и эконометрике
ISBN: 9781119541202
Издательство: Wiley
Классификация:
ISBN-10: 1119541204
Обложка/Формат: Hardback
Страницы: 504
Вес: 0.76 кг.
Дата издания: 15.03.2019
Серия: Wiley series in probability and statistics
Язык: English
Издание: 3rd edition
Размер: 160 x 236 x 29
Читательская аудитория: Professional & vocational
Ключевые слова: Mathematics
Основная тема: Mathematics
Ссылка на Издательство: Link
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Поставляется из: Англии
Описание:

A brand new, fully updated edition of a popular classic on matrix differential calculus with applications in statistics and econometrics

This exhaustive, self-contained book on matrix theory and matrix differential calculus provides a treatment of matrix calculus based on differentials and shows how easy it is to use this theory once you have mastered the technique. Jan Magnus, who, along with the late Heinz Neudecker, pioneered the theory, develops it further in this new edition and provides many examples along the way to support it.

Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. It is still relevant and used today in a wide range of subjects such as the biosciences and psychology. Matrix Differential Calculus with Applications in Statistics and Econometrics, Third Edition contains all of the essentials of multivariable calculus with an emphasis on the use of differentials. It starts by presenting a concise, yet thorough overview of matrix algebra, then goes on to develop the theory of differentials. The rest of the text combines the theory and application of matrix differential calculus, providing the practitioner and researcher with both a quick review and a detailed reference.

  • Fulfills the need for an updated and unified treatment of matrix differential calculus
  • Contains many new examples and exercises based on questions asked of the author over the years
  • Covers new developments in field and features new applications
  • Written by a leading expert and pioneer of the theory
  • Part of the Wiley Series in Probability and Statistics

Matrix Differential Calculus With Applications in Statistics and Econometrics Third Edition is an ideal text for graduate students and academics studying the subject, as well as for postgraduates and specialists working in biosciences and psychology.




Stochastic Stability of Differential Equations in Abstract Spaces

Автор: Kai Liu
Название: Stochastic Stability of Differential Equations in Abstract Spaces
ISBN: 1108705170 ISBN-13(EAN): 9781108705172
Издательство: Cambridge Academ
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Цена: 12525 р.
Наличие на складе: Нет в наличии.

Описание: The stability of stochastic differential equations in abstract, mainly Hilbert, spaces receives a unified treatment in this self-contained book. It covers basic theory as well as computational techniques. It will be useful for researchers across numerical computation, engineering, and mathematical physics and biology.

Stochastic Methods for Boundary Value Problems: Numerics for High-dimensional PDEs and Applications

Автор: Karl K. Sabelfeld, Nikolai A. Simonov
Название: Stochastic Methods for Boundary Value Problems: Numerics for High-dimensional PDEs and Applications
ISBN: 3110479060 ISBN-13(EAN): 9783110479065
Издательство: Walter de Gruyter
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Цена: 20356 р.
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Описание: This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional boundary value problems of mathematical physics and chemistry. It includes Monte Carlo methods where the random walks live not only on the boundary, but also inside the domain. A variety of examples from capacitance calculations to electron dynamics in semiconductors are discussed to illustrate the viability of the approach.The book is written for mathematicians who work in the field of partial differential and integral equations, physicists and engineers dealing with computational methods and applied probability, for students and postgraduates studying mathematical physics and numerical mathematics. Contents: IntroductionRandom walk algorithms for solving integral equationsRandom walk-on-boundary algorithms for the Laplace equationWalk-on-boundary algorithms for the heat equationSpatial problems of elasticityVariants of the random walk on boundary for solving stationary potential problemsSplitting and survival probabilities in random walk methods and applicationsA random WOS-based KMC method for electron-hole recombinationsMonte Carlo methods for computing macromolecules properties and solving related problemsBibliography

Applied Stochastic Differential Equations

Автор: Simo Sarkka, Arno Solin
Название: Applied Stochastic Differential Equations
ISBN: 1316510085 ISBN-13(EAN): 9781316510087
Издательство: Cambridge Academ
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Цена: 18876 р.
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Описание: This intuitive hands-on text introduces stochastic differential equations (SDEs) as motivated by applications in target tracking and medical technology, and covers their use in methodologies such as filtering, parameter estimation, and machine learning. Examples include applications of SDEs arising in physics and electrical engineering.

Applied Stochastic Differential Equations

Автор: Simo Sarkka, Arno Solin
Название: Applied Stochastic Differential Equations
ISBN: 1316649466 ISBN-13(EAN): 9781316649466
Издательство: Cambridge Academ
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Цена: 6347 р.
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Описание: This intuitive hands-on text introduces stochastic differential equations (SDEs) as motivated by applications in target tracking and medical technology, and covers their use in methodologies such as filtering, parameter estimation, and machine learning. Examples include applications of SDEs arising in physics and electrical engineering.

Ergodic Behavior of Markov Processes

Автор: Kulik, Alexei
Название: Ergodic Behavior of Markov Processes
ISBN: 3110458705 ISBN-13(EAN): 9783110458701
Издательство: Walter de Gruyter
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Цена: 18902 р.
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Описание: The general topic of this book is the ergodic behavior of Markov processes. A detailed introduction to methods for proving ergodicity and upper bounds for ergodic rates is presented in the first part of the book, with the focus put on weak ergodic rates, typical for Markov systems with complicated structure. The second part is devoted to the application of these methods to limit theorems for functionals of Markov processes. The book is aimed at a wide audience with a background in probability and measure theory. Some knowledge of stochastic processes and stochastic differential equations helps in a deeper understanding of specific examples. Contents Part I: Ergodic Rates for Markov Chains and ProcessesMarkov Chains with Discrete State SpacesGeneral Markov Chains: Ergodicity in Total VariationMarkovProcesseswithContinuousTimeWeak Ergodic Rates Part II: Limit TheoremsThe Law of Large Numbers and the Central Limit TheoremFunctional Limit Theorems

Advances in Economics and Econometrics vol. II

Автор: Honore Bo
Название: Advances in Economics and Econometrics vol. II
ISBN: 1108400027 ISBN-13(EAN): 9781108400022
Издательство: Cambridge Academ
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Цена: 9265 р.
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Описание: This second volume includes papers presented at the Eleventh World Congress of the Econometric Society, addressing topics such as big data, macroeconomics, financial markets, and partially identified models.

Advances in Economics and Econometrics vol I

Автор: Honore Bo
Название: Advances in Economics and Econometrics vol I
ISBN: 1108400000 ISBN-13(EAN): 9781108400008
Издательство: Cambridge Academ
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Цена: 10294 р.
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Описание: This first volume includes papers presented at the Eleventh World Congress of the Econometric Society, addressing topics such as dynamic mechanism design, agency problems, and networks.

Econometric Analysis of Stochastic Dominance: Concepts, Methods, Tools, and Applications

Автор: Yoon-Jae Whang
Название: Econometric Analysis of Stochastic Dominance: Concepts, Methods, Tools, and Applications
ISBN: 1108472796 ISBN-13(EAN): 9781108472791
Издательство: Cambridge Academ
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Цена: 9951 р.
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Описание: Stochastic dominance is a fundamental concept used heavily in various fields of science such as economics, finance, insurance, medicine, and statistics. This book examines stochastic dominance in a unified framework, focusing on inferential methods and foundations. It will appeal to graduate students, academic researchers, and professionals.

Random Differential Equations in Scientific Computing

Автор: Tobias Neckel, Florian Rupp
Название: Random Differential Equations in Scientific Computing
ISBN: 8376560255 ISBN-13(EAN): 9788376560250
Издательство: Walter de Gruyter
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Цена: 38686 р.
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Описание: This book is a holistic and self-contained treatment of the analysis and numerics of random differential equations from a problem-centred point of view. An interdisciplinary approach is applied by considering state-of-the-art concepts of both dynamical systems and scientific computing. The red line pervading this book is the two-fold reduction of a random partial differential equation disturbed by some external force as present in many important applications in science and engineering. First, the random partial differential equation is reduced to a set of random ordinary differential equations in the spirit of the method of lines. These are then further reduced to a family of (deterministic) ordinary differential equations. The monograph will be of benefit, not only to mathematicians, but can also be used for interdisciplinary courses in informatics and engineering.

Permutation Tests for Complex Data - Theory, Applications and Software

Автор: Pesarin
Название: Permutation Tests for Complex Data - Theory, Applications and Software
ISBN: 0470516410 ISBN-13(EAN): 9780470516416
Издательство: Wiley
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Цена: 18524 р.
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Описание: Complex multivariate testing problems are frequently encountered in many scientific disciplines, such as engineering, medicine and the social sciences. As a result, modern statistics needs permutation testing for complex data with low sample size and many variables, especially in observational studies.

Stochastic PDEs and Dynamics

Автор: Boling Guo, Hongjun Gao, Xueke Pu
Название: Stochastic PDEs and Dynamics
ISBN: 3110495104 ISBN-13(EAN): 9783110495102
Издательство: Walter de Gruyter
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Цена: 20356 р.
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Описание: This book explains mathematical theories of a collection of stochastic partial differential equations and their dynamical behaviors. Based on probability and stochastic process, the authors discuss stochastic integrals, Ito formula and Ornstein-Uhlenbeck processes, and introduce theoretical framework for random attractors. With rigorous mathematical deduction, the book is an essential reference to mathematicians and physicists in nonlinear science. Contents: PreliminariesThe stochastic integral and It formulaOU processes and SDEsRandom attractorsApplicationsBibliographyIndex

Probability

Автор: McKean
Название: Probability
ISBN: 1107053218 ISBN-13(EAN): 9781107053212
Издательство: Cambridge Academ
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Цена: 24196 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Probability theory is explained here by one of its leading authorities. McKean constructs a clear path through the subject and sheds light on a variety of interesting topics in which probability theory plays a key role. Anyone who wants to learn or use probability will benefit from reading this book.


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