Statistical Analysis of Observations of Increasing Dimension

Language: English

Published by Springer, 2010

9048144132 / 9789048144136

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Druck auf Anfrage Neuware - Printed after ordering - Statistical Analysis of Observations of Increasing Dimension is devoted to the investigation of the limit distribution of the empirical generalized variance, covariance matrices, their eigenvalues and solutions of the system of linear algebraic equations with random coefficients, which are an important function of observations in multidimensional statistical analysis. A general statistical analysis is developed in which observed random vectors may not have density and their components have an arbitrary dependence structure. The methods of this theory have very important advantages in comparison with existing methods of statistical processing. The results have applications in nuclear and statistical physics, multivariate statistical analysis in the theory of the stability of solutions of stochastic differential equations, in control theory of linear stochastic systems, in linear stochastic programming, in the theory of experiment planning.

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Title
Statistical Analysis of Observations of Increasing Dimension
Author
V. L. Girko
Publisher
Springer
Publication year
2010
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
9048144132
ISBN 13
9789048144136
Item weight
482 grams
Dimensions
235x155x18 mm

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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