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科图分类法:
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O212.4 版次： |
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中图分类法:
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O212.4 版次： |
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著者:
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Pourahmadi, Mohsen. |
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题名:
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High-dimensional covariance estimation / / , |
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出版发行:
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出版地： Hoboken, New Jersey : 出版社： Wiley, 出版日期： 2013. |
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载体形态:
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x, 184 pages : illustrations ; 25 cm. |
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内容提要:
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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"-- |
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内容提要:
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"The aim of this book is to provide computationally feasible and statistically efficient methods for estimating sparse and large covariance matrices of high-dimensional data"-- |
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主题词:
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Analysis of covariance. |
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主题词:
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Multivariate analysis. |
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索书号:
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1 |