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High-dimensional covariance estimation
"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...
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| Auteur principal : | |
|---|---|
| Format : | Livre |
| Langue : | anglais |
| Titre complet : | High-dimensional covariance estimation / Mohsen Pourahmadi |
| Publié : |
Hoboken (US) :
Wiley
, 2013 |
| Description matérielle : | 1 vol. (X-184 p.) |
| Collection : | Wiley series in probability and statistics |
| Sujets : | |
| Documents associés : | Autre format:
High-dimensional covariance estimation |
Bib. CRDM (Mathématiques)
| | Cote | Prêt | Statut |
|---|---|---|---|
| Bibliothèque | 62C546 | Prêt sans prolongation | Disponible |