High-Dimensional Covariance Estimation - 9781118034293
Un libro in lingua di Mohsen Pourahmadi edito da John Wiley & Sons Inc, 2013
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"Focusing on methodology and computation more than on theorems and proofs, this book provides computationally feasible and statistically efficient methods for estimating sparse and large covariance matrices of high-dimensional data. Extensive in breadth and scope, it features ample applications to a number of applied areas, including business and economics, computer science, engineering, and financial mathematics; recognizes the important and significant contributions of longitudinal and spatial data; and includes various computer codes in R throughout the text and on an author-maintained web site"--
Informazioni bibliografiche
- Titolo del Libro in lingua: High-Dimensional Covariance Estimation
- Sottotitolo: With High-dimensional Data
- Lingua: English
- Autore: Mohsen Pourahmadi
- Editore: John Wiley & Sons Inc
- Collana: John Wiley & Sons Inc (Hardcover)
- Data di Pubblicazione: 01 Luglio '13
- Genere: MATHEMATICS
- Argomenti : Analysis of covariance Multivariate analysis MATHEMATICS / Probability & Statistics / Multivariate Analysis. bisacs
- Pagine: 184
- EAN-13: 9781118034293