High-Dimensional Covariance Matrix Estimation
€79.90
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Product Information
| ISBN | 9783030800642 |
|---|---|
| Publisher | Springer Nature Switzerland AG |
| Price (excl. tax) | €75.38 |
| Tax | €4.52 |
| Price (incl. tax) | €79.90 |
| Availability | 1 unit in external warehouse |
Product Description
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.