Related Books

Large Sample Covariance Matrices and High-Dimensional Data Analysis
Language: en
Pages: 0
Authors: Jianfeng Yao
Categories: Mathematics
Type: BOOK - Published: 2015-03-26 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

High-dimensional data appear in many fields, and their analysis has become increasingly important in modern statistics. However, it has long been observed that
High-Dimensional Covariance Estimation
Language: en
Pages: 204
Authors: Mohsen Pourahmadi
Categories: Mathematics
Type: BOOK - Published: 2013-06-24 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Methods for estimating sparse and large covariance matrices Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multiv
High-Dimensional Covariance Matrix Estimation
Language: en
Pages: 123
Authors: Aygul Zagidullina
Categories: Business & Economics
Type: BOOK - Published: 2021-10-29 - Publisher: Springer Nature

DOWNLOAD EBOOK

This book presents covariance matrix estimation and related aspects of random matrix theory. It focuses on the sample covariance matrix estimator and provides a
Multivariate Statistics
Language: en
Pages: 564
Authors: Yasunori Fujikoshi
Categories: Mathematics
Type: BOOK - Published: 2011-08-15 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

A comprehensive examination of high-dimensional analysis of multivariate methods and their real-world applications Multivariate Statistics: High-Dimensional and
High-Dimensional Probability
Language: en
Pages: 299
Authors: Roman Vershynin
Categories: Business & Economics
Type: BOOK - Published: 2018-09-27 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.