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High-Dimensional Covariance Matrix Estimation
- An Introduction to Random Matrix Theory
Engelsk Paperback
High-Dimensional Covariance Matrix Estimation
- An Introduction to Random Matrix Theory
Engelsk Paperback

621 kr
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Om denne bog
This book presents covariance matrix estimation and related aspects of random matrix theory. It focuses on the sample covariance matrix estimator and provides a holistic description of its properties under two asymptotic regimes: the traditional one, and the high-dimensional regime that better fits the big data context. It draws attention to the deficiencies of standard statistical tools when used in the high-dimensional setting, and introduces the basic concepts and major results related to spectral statistics and random matrix theory under high-dimensional asymptotics in an understandable and reader-friendly way. The aim of this book is to inspire applied statisticians, econometricians, and machine learning practitioners who analyze high-dimensional data to apply the recent developments in their work.
Product detaljer
Sprog:
Engelsk
Sider:
115
ISBN-13:
9783030800642
Indbinding:
Paperback
Udgave:
ISBN-10:
3030800644
Kategori:
Udg. Dato:
30 okt 2021
Længde:
0mm
Bredde:
155mm
Højde:
235mm
Forlag:
Springer Nature Switzerland AG
Oplagsdato:
30 okt 2021
Forfatter(e):
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