High-Dimensional Covariance Matrix Estimation
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Información del producto
| ISBN | 9783030800642 |
|---|---|
| Editorial | Springer Nature Switzerland AG |
| Precio (sin IVA) | 75,38 € |
| Impuestos | 4,52 € |
| Precio (IVA incluido) | 79,90 € |
| Disponibilidad | 1 Unidad En almacén externo |
Descripción del producto
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.