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High-Dimensional Covariance Matrix Estimation : An Introduction to Random Matrix Theory / Aygul Zagidullina
| High-Dimensional Covariance Matrix Estimation : An Introduction to Random Matrix Theory / Aygul Zagidullina |
| Autore | Zagidullina, Aygul |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xiv, 115 p. : ill. ; 24 cm |
| Soggetto topico |
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] |
| Soggetto non controllato |
Big Data
Covariance matrix estimation High-dimensional asymptotics High-dimensional covariance matrix estimation High-dimensional statistics Linear spectral statistics for high-dimensional inference Random matrix theory Sample covariance matrix estimator Shrinkage estimation of covariance matrices Statistical inference |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0274816 |
Zagidullina, Aygul
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| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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High-Dimensional Covariance Matrix Estimation : An Introduction to Random Matrix Theory / Aygul Zagidullina
| High-Dimensional Covariance Matrix Estimation : An Introduction to Random Matrix Theory / Aygul Zagidullina |
| Autore | Zagidullina, Aygul |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xiv, 115 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60B20 - Random matrices (probabilistic aspects) [MSC 2020] 62-XX - Statistics [MSC 2020] 62H12 - Estimation in multivariate analysis [MSC 2020] 62J10 - Analysis of variance and covariance (ANOVA) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62R07 - Statistical aspects of big data and data science [MSC 2020] |
| Soggetto non controllato |
Big Data
Covariance matrix estimation High-dimensional asymptotics High-dimensional covariance matrix estimation High-dimensional statistics Linear spectral statistics for high-dimensional inference Random matrix theory Sample covariance matrix estimator Shrinkage estimation of covariance matrices Statistical inference |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00274816 |
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Zagidullina, Aygul
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| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
High-Frequency Statistics with Asynchronous and Irregular Data / Ole Martin
| High-Frequency Statistics with Asynchronous and Irregular Data / Ole Martin |
| Autore | Martin, Ole |
| Pubbl/distr/stampa | Wiesbaden, : Springer spektrum, 2019 |
| Descrizione fisica | xiii, 323 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
| Soggetto non controllato |
Asynchronous data
Asynchronous observations Bootstrap Bootstrapping asymptotic laws Central limit theorems Common jumps Estimating quadratic covariation High-frequency statistics Irregular data Laws of large numbers Quadratic covariation Quantitative Finance Random observation schemes Random observations Test for common jumps Test for jumps |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0126614 |
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Martin, Ole
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| Wiesbaden, : Springer spektrum, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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High-Frequency Statistics with Asynchronous and Irregular Data / Ole Martin
| High-Frequency Statistics with Asynchronous and Irregular Data / Ole Martin |
| Autore | Martin, Ole |
| Pubbl/distr/stampa | Wiesbaden, : Springer spektrum, 2019 |
| Descrizione fisica | xiii, 323 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
| Soggetto non controllato |
Asynchronous data
Asynchronous observations Bootstrap Bootstrapping asymptotic laws Central limit theorems Common jumps Estimating quadratic covariation High-frequency statistics Irregular data Laws of large numbers Quadratic covariation Quantitative Finance Random observation schemes Random observations Test for common jumps Test for jumps |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00126614 |
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Martin, Ole
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||
| Wiesbaden, : Springer spektrum, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
High-Frequency Statistics with Asynchronous and Irregular Data / Ole Martin
| High-Frequency Statistics with Asynchronous and Irregular Data / Ole Martin |
| Autore | Martin, Ole |
| Edizione | [Wiesbaden : Springer spektrum, 2019] |
| Pubbl/distr/stampa | xiii, 323 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0126614 |
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Martin, Ole
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| xiii, 323 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Homogeneous Denumerable Markov Processes / Hou Zhenting, Guo Qingfeng
| Homogeneous Denumerable Markov Processes / Hou Zhenting, Guo Qingfeng |
| Autore | Zhenting, Hou |
| Pubbl/distr/stampa | Berlin, : Springer ; Beijing, : Science press, 1988 |
| Descrizione fisica | x, 281 p. : ill. ; 24 cm |
| Altri autori (Persone) | Qingfeng, Guo |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
82-XX - Statistical mechanics, structure of matter [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] 93-XX - Systems theory; control [MSC 2020] |
| Soggetto non controllato |
Markov Chains
Markov Processes Probability Probability Theory Queueing Theory Random variables Rang moment |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0265091 |
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Zhenting, Hou
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| Berlin, : Springer ; Beijing, : Science press, 1988 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Homogeneous Denumerable Markov Processes / Hou Zhenting, Guo Qingfeng
| Homogeneous Denumerable Markov Processes / Hou Zhenting, Guo Qingfeng |
| Autore | Zhenting, Hou |
| Pubbl/distr/stampa | Berlin, : Springer ; Beijing, : Science press, 1988 |
| Descrizione fisica | x, 281 p. : ill. ; 24 cm |
| Altri autori (Persone) | Qingfeng, Guo |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
82-XX - Statistical mechanics, structure of matter [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] 93-XX - Systems theory; control [MSC 2020] |
| Soggetto non controllato |
Markov Chains
Markov Processes Probability Probability Theory Queueing Theory Random variables Rang moment |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00265091 |
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Zhenting, Hou
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| Berlin, : Springer ; Beijing, : Science press, 1988 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
How Data Quality Affects our Understanding of the Earnings Distribution / Reza Che Daniels
| How Data Quality Affects our Understanding of the Earnings Distribution / Reza Che Daniels |
| Autore | Daniels, Reza Che |
| Pubbl/distr/stampa | Singapore, : Springer, 2022 |
| Descrizione fisica | xx, 114 p. : ill. ; 24 cm |
| Soggetto topico |
01-XX - History and biography [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 62-XX - Statistics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
| Soggetto non controllato |
Estimating and Organizing Microeconomic Data
Income distribution Methodology for Collecting Multiple imputation Response Propensity Models Survey methods Total Survey Error |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00278405 |
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Daniels, Reza Che
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| Singapore, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Hydrodynamic Behavior and Interacting Particle Systems / George Papanicolaou editor
| Hydrodynamic Behavior and Interacting Particle Systems / George Papanicolaou editor |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1987 |
| Descrizione fisica | xi, 210 p. : ill. ; 24 cm |
| Soggetto topico |
76-XX - Fluid mechanics [MSC 2020]
81-XX - Quantum theory [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] |
| Soggetto non controllato |
Applied Mathematics
Chaos Diffusion Diffusion Processes Interacting particle systems Renormalization groups Stochastic equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268947 |
| New York, : Springer-Verlag, 1987 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Hydrodynamic Behavior and Interacting Particle Systems / George Papanicolaou editor
| Hydrodynamic Behavior and Interacting Particle Systems / George Papanicolaou editor |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1987 |
| Descrizione fisica | xi, 210 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 76-XX - Fluid mechanics [MSC 2020] 81-XX - Quantum theory [MSC 2020] |
| Soggetto non controllato |
Applied Mathematics
Chaos Diffusion Diffusion Processes Interacting particle systems Renormalization groups Stochastic equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00268947 |
| New York, : Springer-Verlag, 1987 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Soggetto topico
-
60-XX - Probability theory and stochastic processes [MSC 2020]
(1673)
- 62-XX - Statistics [MSC 2020] (309)
- 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] (154)
- 00Bxx - Conference proceedings and collections of articles [MSC 2020] (148)
- 35-XX - Partial differential equations [MSC 2020] (115)