Large Covariance and Autocovariance Matrices, Bose, Arup

Автор: Pourahmadi Mohsen
Название: High-dimensional Covariance Estimation
ISBN: 1118034295 ISBN-13(EAN): 9781118034293
Издательство: Wiley
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Цена: 84430.00 T
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Описание: 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.

Автор: Bai Zhidong
Название: Spectral Theory of Large Dimensional Random Matrices and its
ISBN: 981457905X ISBN-13(EAN): 9789814579056
Издательство: World Scientific Publishing
Цена: 85530.00 T
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Описание: The book contains three parts: Spectral theory of large dimensional random matrices; Applications to wireless communications; and Applications to finance. In the first part, we introduce some basic theorems of spectral analysis of large dimensional random matrices that are obtained under finite moment conditions, such as the limiting spectral distributions of Wigner matrix and that of large dimensional sample covariance matrix, limits of extreme eigenvalues, and the central limit theorems for linear spectral statistics. In the second part, we introduce some basic examples of applications of random matrix theory to wireless communications and in the third part, we present some examples of Applications to statistical finance.

Автор: Tsukuma Hisayuki, Kubokawa Tatsuya
Название: Shrinkage Estimation for Mean and Covariance Matrices
ISBN: 9811515956 ISBN-13(EAN): 9789811515958
Издательство: Springer
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Цена: 55890.00 T
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Описание: This book provides a self-contained introduction to shrinkage estimation for matrix-variate normal distribution models.

Автор: Milliken
Название: Analysis of Messy Data, Volume III
ISBN: 158488083X ISBN-13(EAN): 9781584880837
Издательство: Taylor&Francis
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Цена: 163330.00 T
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Описание: Analysis of covariance is a very useful but often misunderstood methodology for analyzing data where important characteristics of the experimental units are measured but not included as factors in the design. With a balance of theory and examples, this volume provides a guide to this strategy`s techniques, theory, and application.

Автор: Zagidullina Aygul
Название: High-Dimensional Covariance Matrix Estimation: An Introduction to Random Matrix Theory
ISBN: 3030800644 ISBN-13(EAN): 9783030800642
Издательство: Springer
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Цена: 60550.00 T
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Описание: It draws attention to the deficiencies of standard statistical tools when used in the high-dimensional setting, and introduces the basic concepts and major results related to spectral statistics and random matrix theory under high-dimensional asymptotics in an understandable and reader-friendly way.

Автор: Dunn, G
Название: Modelling Covariances and Latent Variables Using EQS
ISBN: 1138469416 ISBN-13(EAN): 9781138469419
Издательство: Taylor&Francis
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Цена: 183750.00 T
Наличие на складе: Невозможна поставка.
Описание: A short, accessible workbook detailing how to make the best use of the EQS software, often used in psychological and behavioural research. It has numerous examples and should enable users of the software to develop their own models and aid them in the interpretation of their data.

Автор: Alice Guionnet
Название: Large Random Matrices: Lectures on Macroscopic Asymptotics
ISBN: 3540698965 ISBN-13(EAN): 9783540698968
Издательство: Springer
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Цена: 41880.00 T
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Описание: Random matrix theory has developed in connection with various fields of mathematics and physics. This title includes notes that emphasize the relation with the problem of enumerating complicated graphs, and the related large deviations questions.

Автор: Zhidong Bai; Jack W. Silverstein
Название: Spectral Analysis of Large Dimensional Random Matrices
ISBN: 1461425921 ISBN-13(EAN): 9781461425922
Издательство: Springer
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Цена: 163040.00 T
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Описание: This book introduces basic concepts, main results and widely-applied mathematical tools in the spectral analysis of large dimensional random matrices. This updated edition includes two new chapters and summaries from the field of random matrix theory.

Автор: Behrouz Touri
Название: Product of Random Stochastic Matrices and Distributed Averaging
ISBN: 3642444652 ISBN-13(EAN): 9783642444654
Издательство: Springer
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Цена: 95770.00 T
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Описание: Exploring averaging dynamics in multiagent networked systems, this book offers an in-depth study of stability and other phenomena characterizing the limiting behavior of both deterministic and random averaging dynamics. Includes numerous illustrative examples.

Автор: Gerold Alsmeyer; Matthias L?we
Название: Random Matrices and Iterated Random Functions
ISBN: 3642388051 ISBN-13(EAN): 9783642388057
Издательство: Springer
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Цена: 93160.00 T
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Описание: The aim of the workshop was to bring together researchers from two fields of probability theory: random matrix theory and the theory of iterated random functions.

Автор: Ravindra B. Bapat; Steve J. Kirkland; K. Manjunath
Название: Combinatorial Matrix Theory and Generalized Inverses of Matrices
ISBN: 813221725X ISBN-13(EAN): 9788132217251
Издательство: Springer
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Цена: 88500.00 T
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Описание: This book examines two important contemporary areas in linear algebra, namely combinatorial matrix theory and generalized inverses. It covers a wide range of topics of interest such as graph theory, linear algebra, numerical methods and statistical inference.

Автор: Haruo Yanai; Kei Takeuchi; Yoshio Takane
Название: Projection Matrices, Generalized Inverse Matrices, and Singular Value Decomposition
ISBN: 1461428599 ISBN-13(EAN): 9781461428596
Издательство: Springer
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Цена: 102480.00 T
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Описание: This valuable reference on projectors, generalized inverses, and SVD covers concepts numerous cutting-edge concepts and provides systematic and in-depth accounts of these ideas from the viewpoint of linear transformations of finite dimensional vector spaces.