Statistical Analysis of Observations of Increasing Dimension
V. L. Girko
Broschiertes Buch

Statistical Analysis of Observations of Increasing Dimension

Versandkostenfrei!
Versandfertig in 1-2 Wochen
77,99 €
inkl. MwSt.
PAYBACK Punkte
39 °P sammeln!
Statistical Analysis of Observations of Increasing Dimension is devoted to the investigation of the limit distribution of the empirical generalized variance, covariance matrices, their eigenvalues and solutions of the system of linear algebraic equations with random coefficients, which are an important function of observations in multidimensional statistical analysis. A general statistical analysis is developed in which observed random vectors may not have density and their components have an arbitrary dependence structure. The methods of this theory have very important advantages in compariso...