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3-6周达 High-Dimensional Covariance Estimation [ISBN:978111803 【全球购】进口原版图书，预计3-6周左右到国内
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【预订】High-Dimensional Covariance Matrix Estimation 9783030800 国外库房发货，通常付款后3-5周到货！
Product Details 基本信息 ISBN-13 书号 9783030800642 Author 作者 Aygul Zagidullina Format 版本 平装-胶订 Pages Number 页数 110页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 2021-10-15 Language 语种 其它（含多语） Book Contents 内容简介 This book presents covariance matrix estimation and related aspects of random matrix theory. It focuses on the sample covariance matrix estimator and provides a holistic description of its properties under two asymptotic regimes: the traditional one, and the high-dimensional regime that better fits the big data context. 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. The aim of this book is to
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海外直订High-Dimensional Covariance Matrix Estimation: An Introd
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