High-dimensional covariance estimation /
"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...
Κύριος συγγραφέας: | |
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Μορφή: | Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Hoboken, NJ :
Wiley,
[2013]
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Σειρά: | Wiley series in probability and statistics.
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |