(Mobile library) High-Dimensional Covariance Estimation: With High-Dimensional Data






 | #1791649 in Books |  Wiley |  2013-06-24 | Original language:English | PDF # 1 |  9.70 x.65 x6.40l,1.05 | File Name: 1118034295 | 208 pages

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||From the Back Cover||Methods for estimating sparse and large covariance matrices |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 ec

Methods for estimating sparse and large covariance matrices

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 provides accessible and comprehensive coverage of the classical and modern approaches for estimating co...


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