LIBROS DEL AUTOR: aygul zagidullina

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  • High-Dimensional Covariance Matrix Estimation
    Aygul Zagidullina
    This book presents covariance matrix estimation and related aspects of random matrix theory. It focuses on the sample covariance matrix estimator and provides a holistic description of its properties under two asymptotic regimes: the traditional one, and the high-dimensional regime that better fits the big data context. It draws attention to the deficiencies of standard statist...
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    80,40 €