High-Dimensional Covariance Matrix Estimation : An Introduction to Random Matrix Theory

Name: High-Dimensional Covariance Matrix Estimation
Brand: Springer Nature Switzerland AG
SKU: 9783030800642
Price: 10800 KES
Availability: InStock
ISBN: 9783030800642

1st ed. 2021

by Aygul Zagidullina

Book Details

Format Paperback / softback

Book Series SpringerBriefs in Applied Statistics and Econometrics

ISBN-10 3030800644

ISBN-13 9783030800642

Edition 1st ed. 2021

Publisher Springer Nature Switzerland AG

Imprint Springer Nature Switzerland AG

Country of Manufacture GB

Country of Publication GB

Publication Date Oct 30th, 2021

Print length 115 Pages

Weight 210 grams

Dimensions 23.30 x 15.50 x 1.00 cms

Product Classification: Econometrics Econometrics and economic statistics Probability & statistics Probability and statistics Databases Databases / Data management Machine learning

KSh 10,800.00

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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.

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 inspire applied statisticians, econometricians, and machine learning practitioners who analyze high-dimensional data to apply the recent developments in their work.

Get High-Dimensional Covariance Matrix Estimation by Aygul Zagidullina at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer Nature Switzerland AG and it has 115 pages.