Magnus, J. R., & Neudecker, H. (2002). Matrix differential calculus with applications in statistics and econometrics (Revised ed.). John Wiley & Sons.
Chicago Style (17th ed.) CitationMagnus, Jan R., and Heinz Neudecker. Matrix Differential Calculus with Applications in Statistics and Econometrics. Revised ed. Chichester: John Wiley & Sons, 2002.
MLA (9th ed.) CitationMagnus, Jan R., and Heinz Neudecker. Matrix Differential Calculus with Applications in Statistics and Econometrics. Revised ed. John Wiley & Sons, 2002.
Warning: These citations may not always be 100% accurate.