Statistical Analysis of Observations of Increasing Dimension - Couverture rigide

Girko, V.L.

 
9780792328865: Statistical Analysis of Observations of Increasing Dimension
Couverture rigide
ISBN 10 : 0792328868 ISBN 13 : 9780792328865
Editeur : Kluwer Academic Publishers, 1995

Synopsis

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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À propos de l?auteur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Kluwer Academic Publishers
Date d'édition
1995
Langue
anglais
ISBN 10 
0792328868
ISBN 13 
9780792328865
Reliure
Relié
Nombre de pages
311
Coordonnées du fabricant
non disponible
Personne responsable
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Autres éditions populaires du même titre

9789048144136: Statistical Analysis of Observations of Increasing Dimension

Edition présentée

ISBN 10 :  9048144132 ISBN 13 :  9789048144136
Editeur : Springer, 2010
Couverture souple