Könyv High-Dimensional Covariance Matrix Estimation Aygul Zagidullina

High-Dimensional Covariance Matrix Estimation

Nyelv: Angol
Kötés: Puha kötésű
Elérhetőség: Beszállítói készleten
Küldés 5-8 napon belül
26 870 Ft
This book presents covariance matrix estimation and related aspects of random matrix theory. It focu...

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2021
oldal
115
EAN
9783030800642
ISBN
3030800644
Enbook ID
37363378
Súly
215
Méretek
155 x 235 x 8

Teljes leírás

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.

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