Aygul Zagidullina – författare
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2 produkter
High-Dimensional Covariance Matrix Estimation
An Introduction to Random Matrix Theory
Häftad, 2021
769 kr
Lägg i varukorg
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 …
High-Dimensional Covariance Matrix Estimation
An Introduction to Random Matrix Theory
E-bok, 2021
947 kr
Lägg i varukorg
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 …
