Statistical Analysis of Observations of Increasing Dimension
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 import...
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| Format: | eBook |
| Language: | English |
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Dordrecht
Springer Netherlands
1995, 1995
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| Edition: | 1st ed. 1995 |
| Series: | Theory and Decision Library B, Mathematical and Statistical Methods
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 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