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Statistical Analysis of Observations of Increasing Dimension - Brossura

Girko, V.L.

 
9789401585682: Statistical Analysis of Observations of Increasing Dimension

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Sinossi

List of Basic Notations and Assumptions. Introduction to the English Edition. 1: Introduction to General Statistical Analysis. 2: Limit Theorems for the Empirical Generalized Variance. 3: The Canonical Equations C1,...,C3 for the Empirical Covariance Matrix. 4: Limit Theorems for the Eigenvalues of Empirical Covariance Matrices. 5: G2-Estimator for the Stieltjes Transform of the Normalized Spectral Function of Covariance Matrices. 6: Statistical Estimators for Solutions of Systems of Linear Algebraic Equations. References. Index.

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