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...
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| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, NJ :
Wiley,
[2013]
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| Series: | Wiley series in probability and statistics.
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| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
