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High-Dimensional Covariance Matrix Estimation

An Introduction to Random Matrix Theory

af Aygul Zagidullina

Bog, Paperback, Engelsk, 2021

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.

Priser fra 4 boghandlere

Bogdetaljer

  • SprogEngelsk
  • IndbindingPaperback
  • ISBN9783030800642
  • Udgivet30/10/2021
  • Udgivet afSpringer Nature Switzerland AG
  • Længde115 sider
  • ForfatterAygul Zagidullina
  • GenreBusiness og læring, Økonomi og finans