Large Sample Covariance Matrices and High-dimensional Data Analysis

Large Sample Covariance Matrices and High-dimensional Data Analysis
Author: Jianfeng Yao
Publisher:
Total Pages: 308
Release: 2015
Genre: Analysis of covariance
ISBN: 9781107588080

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Large Sample Covariance Matrices and High-dimensional Data Analysis
Language: en
Pages: 308
Authors: Jianfeng Yao
Categories: Analysis of covariance
Type: BOOK - Published: 2015 - Publisher:

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High-Dimensional Covariance Matrix Estimation
Language: en
Pages: 123
Authors: Aygul Zagidullina
Categories: Business & Economics
Type: BOOK - Published: 2021-10-29 - Publisher: Springer Nature

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This book presents covariance matrix estimation and related aspects of random matrix theory. It focuses on the sample covariance matrix estimator and provides a
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

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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

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Methods for estimating sparse and large covariance matrices Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multiv
Large Covariance and Autocovariance Matrices
Language: en
Pages: 359
Authors: Arup Bose
Categories: Mathematics
Type: BOOK - Published: 2018-07-03 - Publisher: CRC Press

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Large Covariance and Autocovariance Matrices brings together a collection of recent results on sample covariance and autocovariance matrices in high-dimensional