High-dimensional covariance estimation /

• Main Author: Pourahmadi, Mohsen
• Format: eBook
• Language: English
• Published: Hoboken, NJ : Wiley, [2013]
• Series: Wiley series in probability and statistics.
• Subjects: Analysis of covariance.; Multivariate analysis.; Ebooks > UML.; MATHEMATICS > Applied.; MATHEMATICS > Probability & Statistics > General.; Libros electronicos.; Electronic books.

"Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multivariate data collected from a variety of fields including business and economics, health care, engineering, and environmental and physical sciences. High-Dimensional Covariance Estimation provide...