Magnus, J. R., & Neudecker, H. (1999). Matrix differential calculus with applications in statistics and econometrics (Rev. ed.). John Wiley.
Chicago Style (17th ed.) CitationMagnus, Jan R., and Heinz Neudecker. Matrix Differential Calculus with Applications in Statistics and Econometrics. Rev. ed. New York: John Wiley, 1999.
MLA (9th ed.) CitationMagnus, Jan R., and Heinz Neudecker. Matrix Differential Calculus with Applications in Statistics and Econometrics. Rev. ed. John Wiley, 1999.
Warning: These citations may not always be 100% accurate.