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Statistical Analysis of Observations of Increasing Dimension - V.L. Girko - Bog

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An 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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780792328865
  • Indbinding:
  • Hardback
  • Sideantal:
  • 290
  • Udgivet:
  • 31. Marts 1995
  • Udgave:
  • 1995
  • Størrelse:
  • 236x166x25 mm.
  • Vægt:
  • 576 g.
  • 2-3 uger.
  • 17. Oktober 2024

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Beskrivelse af Statistical Analysis of Observations of Increasing Dimension

An 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.

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