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High-Dimensional Covariance Matrix Estimation
An Introduction To Random Matrix Theory
idioma: inglês
Editor:
Springer Nature Switzerland AG, outubro de 2021 ‧
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9783030800642 |
| Editor: | Springer Nature Switzerland AG |
| Data de Lançamento: | outubro de 2021 |
| Idioma: | Inglês |
| Dimensões: | 155 x 235 x 20 mm |
| Encadernação: | Capa mole |
| Páginas: | 115 |
| Tipo de produto: | Livro |
| Coleção: | Springerbriefs In Applied Statistics And Econometrics |
| Classificação Temática: |
Livros em Inglês
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Economia, Finanças e Contabilidade
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Economia
Livros em Inglês > Outros |
| EAN: | 9783030800642 |
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