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.
V.L. Girko
Statistical Analysis of Observations of Increasing Dimension [PDF ebook]
Statistical Analysis of Observations of Increasing Dimension [PDF ebook]
购买此电子书可免费获赠一本!
语言 英语 ● 格式 PDF ● ISBN 9789401585675 ● 出版者 Springer Netherlands ● 发布时间 2013 ● 下载 3 时 ● 货币 EUR ● ID 4706880 ● 复制保护 Adobe DRM
需要具备DRM功能的电子书阅读器