Statistical Analysis of Observations of Increasing Dimension

Statistical Analysis of Observations of Increasing Dimension

by V.L. Girko

Paperback(Softcover reprint of hardcover 1st ed. 1995)

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Product Details

ISBN-13: 9789048144136
Publisher: Springer Netherlands
Publication date: 12/07/2010
Series: Theory and Decision Library B , #28
Edition description: Softcover reprint of hardcover 1st ed. 1995
Pages: 290
Product dimensions: 6.30(w) x 9.45(h) x (d)

About the Author

Vyacheslav L. Girko is Professor of Mathematics in the Department of Applied Statistics at the National University of Kiev and the University of Kiev Mohyla Academy. He is also affiliated with the Institute of Mathematics, Ukrainian Academy of Sciences. His research interests include multivariate statistical analysis, discriminant analysis, experiment planning, identification and control of complex systems, statistical methods in physics, noise filtration, matrix analysis, and stochastic optimization. He has published widely in the areas of multidimensional statistical analysis and theory of random matrices.

Table of Contents

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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