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, Switzerland : , : Springer, , [2021] |
| Descrizione fisica | 1 online resource (123 pages) |
| Disciplina | 512.9434 |
| Collana | SpringerBriefs in Applied Statistics and Econometrics |
| Soggetto topico |
Random matrices
Asymptotic efficiencies (Statistics) Multivariate analysis Matrius aleatòries Anàlisi multivariable |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-030-80065-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996466409803316 |
Zagidullina Aygul
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| Cham, Switzerland : , : Springer, , [2021] | ||
| Lo trovi qui: Univ. di Salerno | ||
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High-Dimensional Covariance Matrix Estimation : An Introduction to Random Matrix Theory / / by Aygul Zagidullina
| High-Dimensional Covariance Matrix Estimation : An Introduction to Random Matrix Theory / / by Aygul Zagidullina |
| Autore | Zagidullina Aygul |
| Edizione | [1st ed. 2021.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021 |
| Descrizione fisica | 1 online resource (123 pages) |
| Disciplina | 512.9434 |
| Collana | SpringerBriefs in Applied Statistics and Econometrics |
| Soggetto topico |
Statistics
Econometrics Big data Machine learning Statistics in Business, Management, Economics, Finance, Insurance Big Data Statistical Theory and Methods Machine Learning |
| ISBN |
9783030800659
3030800652 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Foreword -- 1 Introduction -- 2 Traditional Estimators and Standard Asymptotics -- 3 Finite Sample Performance of Traditional Estimators -- 4 Traditional Estimators and High-Dimensional Asymptotics -- 5 Summary and Outlook -- Appendices. |
| Record Nr. | UNINA-9910508455703321 |
Zagidullina Aygul
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021 | ||
| Lo trovi qui: Univ. Federico II | ||
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