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High-Dimensional Covariance Matrix Estimation

An Introduction To Random Matrix Theory

by Aygul Zagidullina
language: english
Publisher: Springer Nature Switzerland AG, October of 2021 ‧
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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.

High-Dimensional Covariance Matrix Estimation

An Introduction To Random Matrix Theory

by Aygul Zagidullina

Property Description
ISBN: 9783030800642
Publisher: Springer Nature Switzerland AG
Release Date: October of 2021
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Softcover
Pages: 115
Format: Book
Collection: Springerbriefs In Applied Statistics And Econometrics
Categories: Books in English > Economics, Finance and Accounting > Economy
Books in English > Others
EAN: 9783030800642

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