High-dimensional covariance estimation

High-dimensional covariance estimation

by Pourahmadi, Mohsen

Type Book
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"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 spatia…

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Title Statements

  • Full title :High-dimensional covariance estimation / Mohsen Pourahmadi, Department of Statistics, Texas A & M University

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"

"The aim of this book is to provide computationally feasible and statistically efficient methods for estimating sparse and large covariance matrices of high-dimensional data"

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Edition Statements

  • Publication Date:2013

Publication Statements

  • Publisher(s):Wiley
  • Place of Publication:Hoboken, NJ
  • Language:eng
  • Publication Date:2013

The Physical Object

  • Description:x, 184 Seiten : Illustrationen : 25 cm

Edition Identifiers

  • ISBN:9781118034293, 1118034295, 9781118573655, 111857365X
  • oclc:ocn931077196
  • LC Classification:QA279
  • Dewey Decimal:519.5/38

Subjects

Analyse de covariance Analyse multivariée Analysis of covariance Kovarianzanalyse multivariate analysis Multivariate Varianzanalyse

Writers

Pourahmadi, Mohsen

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