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Statistical Analysis of Observations of Increasing Dimension: 28 (Theory and Decision Library B, 28) - Tapa dura

Girko, V.L.

 
9780792328865: Statistical Analysis of Observations of Increasing Dimension: 28 (Theory and Decision Library B, 28)
Tapa dura
ISBN 10: 0792328868 ISBN 13: 9780792328865
Editorial: Springer, 1995

Sinopsis

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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Acerca del autor

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.

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Editorial
Springer
Año de publicación
1995
Idioma
Inglés
ISBN 10 
0792328868
ISBN 13 
9780792328865
Encuadernación
Tapa dura
Número de páginas
316
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Otras ediciones populares con el mismo título

9789048144136: Statistical Analysis of Observations of Increasing Dimension: 28 (Theory and Decision Library B)

Edición Destacada

ISBN 10:  9048144132 ISBN 13:  9789048144136
Editorial: Springer, 2010
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