Large Sample Covariance Matrices and High-Dimensional Data Analysis (Cambridge Series in Statistical and Probabilistic Mathematics) Zhidong Bai » holypet.ru

'This book deals with the analysis of covariance matrices under two different assumptions: large-sample theory and high-dimensional-data theory. While the former approach is the classical framework to derive asymptotics, nevertheless the latter has received increasing attention due to its applications in the emerging field of big-data. Large Sample Covariance Matrices and High-Dimensional Data Analysis Cambridge Series in Statistical and Probabilistic Mathematics 1st edition by Yao, Jianfeng, Zheng, Shurong, Bai, Zhidong 2015 Hardcover on. FREE shipping on qualifying offers. Large Sample Covariance Matrices and High-Dimensional Data Analysis Cambridge Series in Statistical and Probabilistic Mathematics. Large Sample Covariance Matrices and High-Dimensional Data Analysis Cambridge Series in Statistical and Probabilistic Mathematics Hardcover March 30, 2015 on. FREE shipping on qualifying offers. Large Sample Covariance Matrices and High-Dimensional Data Analysis Cambridge Series in Statistical and Probabilistic Mathematics Hardcover March 30.

Large Sample Covariance Matrices and High-Dimensional Data Analysis High-dimensional data appear in many fields, and their analysis has become increas-ingly important in modern statistics. However, it has long been observed that several well-known methods in multivariate analysis become inefficient, or even misleading. This directly extends the existent results on testing the structure of the covariance matrix in high-dimensional settings see, e.g., Bai et al. 2009, Yao et al. 2015, Bodnar, Dette and Parolya. Large sample covariance matrices and high-dimensional data analysis Bai, Zhidong; Yao, Jianfeng; Zheng, Shurong download B–OK. Download books for free. Find books. Abstract: High-dimensional data appear in many fields, and their analysis has become increasingly important in modern statistics. However, it has long been observed that several well-known methods in multivariate analysis become inefficient, or even misleading, when the data dimension p is larger than, say, several tens.

Mar 26, 2015 · Amazon.in - Buy Large Sample Covariance Matrices and High-Dimensional Data Analysis Cambridge Series in Statistical and Probabilistic Mathematics book online at best prices in India on Amazon.in. Read Large Sample Covariance Matrices and High-Dimensional Data Analysis Cambridge Series in Statistical and Probabilistic Mathematics book reviews & author. Large Sample Covariance Matrices and High-Dimensional Data Analysis Cambridge Series in Statistical and Probabilistic Mathematics: Amazon.es: Yao, Jianfeng, Zheng, Shurong, Bai, Zhidong: Libros en idiomas extranjeros. Buy Large Sample Covariance Matrices and High-Dimensional Data Analysis Cambridge Series in Statistical and Probabilistic Mathematics by Jianfeng Yao, Shurong Zheng, Zhidong Bai ISBN: 9781107065178 from Amazon's Book Store. Everyday low prices and free delivery on eligible orders. Large Sample Covariance Matrices and High-Dimensional Data Analysis by Jianfeng Yao, 9781107065178, available at Book Depository with free delivery worldwide.

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