High-dimensional covariance estimation:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ
Wiley
© 2013
|
| Schriftenreihe: | Wiley series in probability and statistics
|
| Schlagworte: | |
| Online-Zugang: | FRO01 TUM01 UBG01 URL des Erstveröffentlichers |
| Beschreibung: | Includes bibliographical references and index "Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multivariate data collected from a variety of fields including business and economics, health care, engineering, and environmental and physical sciences. High-Dimensional Covariance Estimation provides accessible and comprehensive coverage of the classical and modern approaches for estimating covariance matrices as well as their applications to the rapidly developing areas lying at the intersection of statistics and machine learning. Recently, the classical sample covariance methodologies have been modified and improved upon to meet the needs of statisticians and researchers dealing with large correlated datasets. High-Dimensional Covariance Estimation focuses on the methodologies based on shrinkage, thresholding, and penalized likelihood with applications to Gaussian graphical models, prediction, and mean-variance portfolio management. The book relies heavily on regression-based ideas and interpretations to connect and unify many existing methods and algorithms for the task."--Publisher's website |
| Beschreibung: | 1 Online-Ressource (x, 184 pages) |
| ISBN: | 9781118573617 |
Internformat
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| 490 | 0 | |a Wiley series in probability and statistics | |
| 500 | |a Includes bibliographical references and index | ||
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| 650 | 7 | |a Multivariate analysis |2 fast | |
| 650 | 4 | |a Analysis of covariance | |
| 650 | 4 | |a Multivariate analysis | |
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Datensatz im Suchindex
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| author | Pourahmadi, Mohsen 1950- |
| author_GND | (DE-588)1135622922 |
| author_facet | Pourahmadi, Mohsen 1950- |
| author_role | aut |
| author_sort | Pourahmadi, Mohsen 1950- |
| author_variant | m p mp |
| building | Verbundindex |
| bvnumber | BV043396032 |
| classification_tum | MAT 628f |
| collection | ZDB-35-WIC |
| ctrlnum | (ZDB-35-WIC)ocn849945826 (OCoLC)849945826 (DE-599)BVBBV043396032 |
| dewey-full | 519.5/38 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5/38 |
| dewey-search | 519.5/38 |
| dewey-sort | 3519.5 238 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Electronic eBook |
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| id | DE-604.BV043396032 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:24:50Z |
| institution | BVB |
| isbn | 9781118573617 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028814616 |
| oclc_num | 849945826 |
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| owner_facet | DE-861 DE-91 DE-BY-TUM |
| physical | 1 Online-Ressource (x, 184 pages) |
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| publishDate | 2013 |
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| spelling | Pourahmadi, Mohsen 1950- Verfasser (DE-588)1135622922 aut High-dimensional covariance estimation Mohsen Pourahmadi Hoboken, NJ Wiley © 2013 1 Online-Ressource (x, 184 pages) txt rdacontent c rdamedia cr rdacarrier Wiley series in probability and statistics Includes bibliographical references and index "Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multivariate data collected from a variety of fields including business and economics, health care, engineering, and environmental and physical sciences. High-Dimensional Covariance Estimation provides accessible and comprehensive coverage of the classical and modern approaches for estimating covariance matrices as well as their applications to the rapidly developing areas lying at the intersection of statistics and machine learning. Recently, the classical sample covariance methodologies have been modified and improved upon to meet the needs of statisticians and researchers dealing with large correlated datasets. High-Dimensional Covariance Estimation focuses on the methodologies based on shrinkage, thresholding, and penalized likelihood with applications to Gaussian graphical models, prediction, and mean-variance portfolio management. The book relies heavily on regression-based ideas and interpretations to connect and unify many existing methods and algorithms for the task."--Publisher's website Libros electronicos Ebooks / UML. MATHEMATICS / Applied bisacsh MATHEMATICS / Probability & Statistics / General bisacsh Analysis of covariance fast Multivariate analysis fast Analysis of covariance Multivariate analysis Erscheint auch als Druck-Ausgabe 978-1-118-03429-3 (DE-604)BV047903447 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118573617 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Pourahmadi, Mohsen 1950- High-dimensional covariance estimation Libros electronicos Ebooks / UML. MATHEMATICS / Applied bisacsh MATHEMATICS / Probability & Statistics / General bisacsh Analysis of covariance fast Multivariate analysis fast Analysis of covariance Multivariate analysis |
| title | High-dimensional covariance estimation |
| title_auth | High-dimensional covariance estimation |
| title_exact_search | High-dimensional covariance estimation |
| title_full | High-dimensional covariance estimation Mohsen Pourahmadi |
| title_fullStr | High-dimensional covariance estimation Mohsen Pourahmadi |
| title_full_unstemmed | High-dimensional covariance estimation Mohsen Pourahmadi |
| title_short | High-dimensional covariance estimation |
| title_sort | high dimensional covariance estimation |
| topic | Libros electronicos Ebooks / UML. MATHEMATICS / Applied bisacsh MATHEMATICS / Probability & Statistics / General bisacsh Analysis of covariance fast Multivariate analysis fast Analysis of covariance Multivariate analysis |
| topic_facet | Libros electronicos Ebooks / UML. MATHEMATICS / Applied MATHEMATICS / Probability & Statistics / General Analysis of covariance Multivariate analysis |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118573617 |
| work_keys_str_mv | AT pourahmadimohsen highdimensionalcovarianceestimation |