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http://worldcat.org/entity/work/id/1216411650

Modern methods to covariance estimation

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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 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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  • "Electronic books"
  • "Electronic books"@en

name

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  • "Modern methods to covariance estimation"
  • "Modern methods to covariance estimation"@en
  • "Modern Methods to Covariance Estimation With High-Dimensional Data"@en

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