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Mohsen Pourahmadi - High-Dimensional Covariance Estimation: With High-Dimensional Data - 9781118034293 - V9781118034293
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High-Dimensional Covariance Estimation: With High-Dimensional Data

€ 103.80
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Description for High-Dimensional Covariance Estimation: With High-Dimensional Data Hardcover. Methods for estimating sparse and large covariance matrices Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multivariate data collected from a variety of fields including business and economics, health care, engineering, and environmental and physical sciences. Series: Wiley Series in Probability and Statistics. Num Pages: 208 pages, Illustrations. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 160 x 240 x 18. Weight in Grams: 470.

Methods for estimating sparse and large covariance matrices

Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multivariate data collected from a variety of fields including business and economics, health care, engineering, and environmental and physical sciences. High-Dimensional Covariance Estimation provides accessible and comprehensive coverage of the classical and modern approaches for estimating covariance matrices as well as their applications to the rapidly developing areas lying at the intersection of statistics and machine learning.

Recently, the classical sample covariance methodologies have been modified and improved upon to meet the needs of statisticians and researchers dealing ... Read more

High-Dimensional Covariance Estimation features chapters on:

  • Data, Sparsity, and Regularization
  • Regularizing the Eigenstructure
  • Banding, Tapering, and Thresholding
  • Covariance Matrices
  • Sparse Gaussian Graphical Models
  • Multivariate Regression

The book is an ideal resource for researchers in statistics, mathematics, business and economics, computer sciences, and engineering, as well as a useful text or supplement for graduate-level courses in multivariate analysis, covariance estimation, statistical learning, and high-dimensional data analysis.

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Product Details

Format
Hardback
Publication date
2013
Publisher
John Wiley & Sons Inc United States
Number of pages
208
Condition
New
Series
Wiley Series in Probability and Statistics
Number of Pages
208
Place of Publication
New York, United States
ISBN
9781118034293
SKU
V9781118034293
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50

About Mohsen Pourahmadi
MOHSEN POURAHMADI, PhD, is Professor of Statistics at Texas A&M University. He is an elected member of the International Statistical Institute, a Fellow of the American Statistical Association, and a member of the American Mathematical Society. Dr. Pourahmadi is the author of Foundations of Time Series Analysis and Prediction Theory, also published by Wiley.

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