Magnus, J. R., & Neudecker, H. (2019). Matrix differential calculus with applications in statistics and econometrics (Third edition.). Wiley.
Chicago Edition CitationMagnus, Jan R., and Heinz Neudecker. Matrix Differential Calculus with Applications in Statistics and Econometrics. Third edition. Hoboken, NJ: Wiley, 2019.
MLA Edition CitationMagnus, Jan R., and Heinz Neudecker. Matrix Differential Calculus with Applications in Statistics and Econometrics. Third edition. Wiley, 2019.
Warning: These citations may not always be 100% accurate.