The Resource High-dimensional covariance estimation, Mohsen Pourahmadi, (electronic book)

High-dimensional covariance estimation, Mohsen Pourahmadi, (electronic book)

Label
High-dimensional covariance estimation
Title
High-dimensional covariance estimation
Statement of responsibility
Mohsen Pourahmadi
Creator
Subject
Language
eng
Summary
"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 with large correlated datasets. High-Dimensional Covariance Estimation focuses on the methodologies based on shrinkage, thresholding, and penalized likelihood with applications to Gaussian graphical models, prediction, and mean-variance portfolio management. The book relies heavily on regression-based ideas and interpretations to connect and unify many existing methods and algorithms for the task."--Publisher's website
Cataloging source
CaPaEBR
http://library.link/vocab/creatorName
Pourahmadi, Mohsen
Dewey number
519.5/38
Illustrations
illustrations
Index
index present
LC call number
QA279
LC item number
.P68 2013eb
Literary form
non fiction
Nature of contents
  • standards specifications
  • bibliography
Series statement
Wiley series in probability and statistics
http://library.link/vocab/subjectName
  • Analysis of covariance
  • Multivariate analysis
Label
High-dimensional covariance estimation, Mohsen Pourahmadi, (electronic book)
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
ebr10716695
Dimensions
unknown
Extent
x, 184 p.
Form of item
  • online
  • electronic
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Original version note
Original electronic resource
Other physical details
ill.
Reproduction note
Electronic resource.
Specific material designation
remote
Label
High-dimensional covariance estimation, Mohsen Pourahmadi, (electronic book)
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
ebr10716695
Dimensions
unknown
Extent
x, 184 p.
Form of item
  • online
  • electronic
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Original version note
Original electronic resource
Other physical details
ill.
Reproduction note
Electronic resource.
Specific material designation
remote

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