Cambridge Series in Statistical and Probabilistic Mathematics
Cambridge Series in Statistical and Probabilistic Mathematics
Bai, Zhidong; Yao, Jianfeng (The University of Hong Kong); Zheng, Shurong
Cambridge University Press
03/2015
322
Dura
Inglês
9781107065178
High-dimensional statistical methods are at the heart of the new era of big data analytics. This book, written by leading experts, is highly recommended for anyone who wants to make serious use of these modern statistical tools.
1. Introduction; 2. Limiting spectral distributions; 3. CLT for linear spectral statistics; 4. The generalised variance and multiple correlation coefficient; 5. The T2-statistic; 6. Classification of data; 7. Testing the general linear hypothesis; 8. Testing independence of sets of variates; 9. Testing hypotheses of equality of covariance matrices; 10. Estimation of the population spectral distribution; 11. Large-dimensional spiked population models; 12. Efficient optimisation of a large financial portfolio.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
High-dimensional statistical methods are at the heart of the new era of big data analytics. This book, written by leading experts, is highly recommended for anyone who wants to make serious use of these modern statistical tools.
1. Introduction; 2. Limiting spectral distributions; 3. CLT for linear spectral statistics; 4. The generalised variance and multiple correlation coefficient; 5. The T2-statistic; 6. Classification of data; 7. Testing the general linear hypothesis; 8. Testing independence of sets of variates; 9. Testing hypotheses of equality of covariance matrices; 10. Estimation of the population spectral distribution; 11. Large-dimensional spiked population models; 12. Efficient optimisation of a large financial portfolio.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
