2002•The American StatisticianRequires access
Vector Differential Calculus in Statistics
M. P. Wand
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Abstract
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.