02442nam0 22004933i 450 VAN027481620240605035932.712N978303080065920240412d2021 |0itac50 baengCH|||| |||||High-Dimensional Covariance Matrix EstimationAn Introduction to Random Matrix TheoryAygul ZagidullinaChamSpringer2021xiv, 115 p.ill.24 cm001VAN02748172001 SpringerBriefs in Applied Statistics and Econometrics210 Berlin [etc.]Springer60-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF62H12Estimation in multivariate analysis [MSC 2020]VANC021210MF62-XXStatistics [MSC 2020]VANC022998MF62P20Applications of statistics to economics [MSC 2020]VANC026444MF62R07Statistical aspects of big data and data science [MSC 2020]VANC026514MF62J10Analysis of variance and covariance (ANOVA) [MSC 2020]VANC026516MF60B20Random matrices (probabilistic aspects) [MSC 2020]VANC029326MFBig DataKW:KCovariance matrix estimationKW:KHigh-dimensional asymptoticsKW:KHigh-dimensional covariance matrix estimationKW:KHigh-dimensional statisticsKW:KLinear spectral statistics for high-dimensional inferenceKW:KRandom matrix theoryKW:KSample covariance matrix estimatorKW:KShrinkage estimation of covariance matricesKW:KStatistical inferenceKW:KCHChamVANL001889ZagidullinaAygulVANV2272591071981Springer <editore>VANV108073650ITSOL20240614RICAhttps://doi.org/10.1007/978-3-030-80065-9E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0274816BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 8262 08eMF8262 20240430 High-Dimensional Covariance Matrix Estimation2568135UNICAMPANIA