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High-dimensional covariance estimation /

Pourahmadi, Mohsen.

High-dimensional covariance estimation /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	High-dimensional covariance estimation /Mohsen Pourahmadi.
Author:	Pourahmadi, Mohsen.
Published:	Hoboken, New Jersey :Wiley,c2013.
Description:	x, 184 p. :ill. ;25 cm.
Subject:	Analysis of covariance.
ISBN:	9781118034293 (hardback) :

High-dimensional covariance estimation /
Pourahmadi, Mohsen.

High-dimensional covariance estimation /Mohsen Pourahmadi. - Hoboken, New Jersey :Wiley,c2013. - x, 184 p. :ill. ;25 cm.

Includes bibliographical references (p. 171-179) and index.

"Focusing on methodology and computation more than on theorems and proofs, this book provides computationally feasible and statistically efficient methods for estimating sparse and large covariance matrices of high-dimensional data. Extensive in breadth and scope, it features ample applications to a number of applied areas, including business and economics, computer science, engineering, and financial mathematics; recognizes the important and significant contributions of longitudinal and spatial data; and includes various computer codes in R throughout the text and on an author-maintained web site"--

ISBN: 9781118034293 (hardback) :NT$2387

LCCN: 2013000326Subjects--Topical Terms:

273447
Analysis of covariance.

LC Class. No.: QA279 / .P68 2013

Dewey Class. No.: 519.5/38

High-dimensional covariance estimation /
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008 140821s2013 njua b 001 0 eng
010 $a 2013000326
020 $a 9781118034293 (hardback) : $c NT$2387
035 $a 17670021
040 $a DLC $b eng $c DLC $d DLC
042 $a pcc
050 0 0 $a QA279 $b .P68 2013
082 0 0 $a 519.5/38 $2 23
100 1 $a Pourahmadi, Mohsen. $3 669513
245 1 0 $a High-dimensional covariance estimation / $c Mohsen Pourahmadi.
260 $a Hoboken, New Jersey : $b Wiley, $c c2013.
300 $a x, 184 p. : $b ill. ; $c 25 cm.
504 $a Includes bibliographical references (p. 171-179) and index.
520 $a "Focusing on methodology and computation more than on theorems and proofs, this book provides computationally feasible and statistically efficient methods for estimating sparse and large covariance matrices of high-dimensional data. Extensive in breadth and scope, it features ample applications to a number of applied areas, including business and economics, computer science, engineering, and financial mathematics; recognizes the important and significant contributions of longitudinal and spatial data; and includes various computer codes in R throughout the text and on an author-maintained web site"-- $c Provided by publisher.
520 $a "The aim of this book is to provide computationally feasible and statistically efficient methods for estimating sparse and large covariance matrices of high-dimensional data"-- $c Provided by publisher.
650 0 $a Analysis of covariance. $3 273447
650 0 $a Multivariate analysis. $3 181905