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Record Nr.

UNICAMPANIAVAN0274816

Autore

Zagidullina, Aygul

Titolo

High-Dimensional Covariance Matrix Estimation : An Introduction to Random Matrix Theory / Aygul Zagidullina

Pubbl/distr/stampa

Cham, : Springer, 2021

Descrizione fisica

xiv, 115 p. : ill. ; 24 cm

Soggetti

60-XX - Probability theory and stochastic processes [MSC 2020]

62H12 - Estimation in multivariate analysis [MSC 2020]

62-XX - Statistics [MSC 2020]

62P20 - Applications of statistics to economics [MSC 2020]

62R07 - Statistical aspects of big data and data science [MSC 2020]

62J10 - Analysis of variance and covariance (ANOVA) [MSC 2020]

60B20 - Random matrices (probabilistic aspects) [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia