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