Vector differential calculus in statistics
Vector differential calculus in statistics
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DOI：
10.1198/000313002753631376
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发表时间：
2002-02-01
影响因子：
1.8
通讯作者：
Wand, MP
中科院分区：
文献类型：
--
作者：
Wand, MP
许多统计运算都得益于微分学。例子包括似然函数的优化和信息矩阵的计算。对于多参数模型，适合于向量自变量函数的微分通常是执行所需计算的最有效的方法。我们提出了一个向量微分的初级读本，并通过几个工作实例展示了它在统计学中的应用。
Many statistical operations benefit from differential calculus. Examples include optimization of likelihood functions and calculation of information matrices. For multiparameter models differential calculus suited to vector argument functions is usually the most efficient means of performing the required calculations. We present a primer on vector differential calculus and demonstrate its application to statistics through several worked examples.