High-dimensional covariance estimation:
"Focusing on methodology and computation more than on theorems and proofs, this book provides computationally feasible and statistically efficient methods for estimating sparse and large covariance matrices of high-dimensional data. Extensive in breadth and scope, it features ample applications...
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| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, NJ
Wiley
[2013]
|
| Series: | Wiley series in probability and statistics
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| Subjects: | |
| Summary: | "Focusing on methodology and computation more than on theorems and proofs, this book provides computationally feasible and statistically efficient methods for estimating sparse and large covariance matrices of high-dimensional data. Extensive in breadth and scope, it features ample applications to a number of applied areas, including business and economics, computer science, engineering, and financial mathematics; recognizes the important and significant contributions of longitudinal and spatial data; and includes various computer codes in R throughout the text and on an author-maintained web site".. |
| Item Description: | Includes bibliographical references (pages 171-179) and index |
| Physical Description: | x, 184 Seiten Illustrationen 25 cm |
| ISBN: | 9781118034293 |
Staff View
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| 490 | 0 | |a Wiley series in probability and statistics | |
| 500 | |a Includes bibliographical references (pages 171-179) and index | ||
| 520 | |a "Focusing on methodology and computation more than on theorems and proofs, this book provides computationally feasible and statistically efficient methods for estimating sparse and large covariance matrices of high-dimensional data. Extensive in breadth and scope, it features ample applications to a number of applied areas, including business and economics, computer science, engineering, and financial mathematics; recognizes the important and significant contributions of longitudinal and spatial data; and includes various computer codes in R throughout the text and on an author-maintained web site".. | ||
| 650 | 4 | |a MATHEMATICS / Probability & Statistics / Multivariate Analysis / bisacsh | |
| 650 | 4 | |a Analysis of covariance | |
| 650 | 4 | |a Multivariate analysis | |
| 650 | 4 | |a MATHEMATICS / Probability & Statistics / Multivariate Analysis | |
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| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
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| id | DE-604.BV047903447 |
| illustrated | Illustrated |
| index_date | 2024-07-03T19:29:21Z |
| indexdate | 2024-07-10T09:24:41Z |
| institution | BVB |
| isbn | 9781118034293 |
| language | English |
| lccn | 013000326 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033285343 |
| oclc_num | 931077196 |
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| owner | DE-521 |
| owner_facet | DE-521 |
| physical | x, 184 Seiten Illustrationen 25 cm |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley series in probability and statistics |
| spelling | Pourahmadi, Mohsen 1950- Verfasser (DE-588)1135622922 aut High-dimensional covariance estimation Mohsen Pourahmadi, Texas A&M University Hoboken, NJ Wiley [2013] ©2013 x, 184 Seiten Illustrationen 25 cm txt rdacontent n rdamedia nc rdacarrier Wiley series in probability and statistics Includes bibliographical references (pages 171-179) and index "Focusing on methodology and computation more than on theorems and proofs, this book provides computationally feasible and statistically efficient methods for estimating sparse and large covariance matrices of high-dimensional data. Extensive in breadth and scope, it features ample applications to a number of applied areas, including business and economics, computer science, engineering, and financial mathematics; recognizes the important and significant contributions of longitudinal and spatial data; and includes various computer codes in R throughout the text and on an author-maintained web site".. MATHEMATICS / Probability & Statistics / Multivariate Analysis / bisacsh Analysis of covariance Multivariate analysis MATHEMATICS / Probability & Statistics / Multivariate Analysis Erscheint auch als Online-Ausgabe 978-1-118-57361-7 |
| spellingShingle | Pourahmadi, Mohsen 1950- High-dimensional covariance estimation MATHEMATICS / Probability & Statistics / Multivariate Analysis / bisacsh Analysis of covariance Multivariate analysis MATHEMATICS / Probability & Statistics / Multivariate Analysis |
| title | High-dimensional covariance estimation |
| title_auth | High-dimensional covariance estimation |
| title_exact_search | High-dimensional covariance estimation |
| title_exact_search_txtP | High-dimensional covariance estimation |
| title_full | High-dimensional covariance estimation Mohsen Pourahmadi, Texas A&M University |
| title_fullStr | High-dimensional covariance estimation Mohsen Pourahmadi, Texas A&M University |
| title_full_unstemmed | High-dimensional covariance estimation Mohsen Pourahmadi, Texas A&M University |
| title_short | High-dimensional covariance estimation |
| title_sort | high dimensional covariance estimation |
| topic | MATHEMATICS / Probability & Statistics / Multivariate Analysis / bisacsh Analysis of covariance Multivariate analysis MATHEMATICS / Probability & Statistics / Multivariate Analysis |
| topic_facet | MATHEMATICS / Probability & Statistics / Multivariate Analysis / bisacsh Analysis of covariance Multivariate analysis MATHEMATICS / Probability & Statistics / Multivariate Analysis |
| work_keys_str_mv | AT pourahmadimohsen highdimensionalcovarianceestimation |