Magnus, J., & Neudecker, H. (1999). Matrix differential calculus: With applications in statistics and econometrics. John Wiley.
Chicago Edition CitationMagnus, Jan.R, and Heinz Neudecker. Matrix Differential Calculus: With Applications in Statistics and Econometrics. Singapore: John Wiley, 1999.
MLA Edition CitationMagnus, Jan.R, and Heinz Neudecker. Matrix Differential Calculus: With Applications in Statistics and Econometrics. John Wiley, 1999.
Warning: These citations may not always be 100% accurate.