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Añadir al carritoHardcover. Condición: Gut. 208 pp. Sun-bleached at the spine, name on endpaper, otherwise very well preserved copy 329 Sprache: Englisch Gewicht in Gramm: 568.
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Idioma: Inglés
Publicado por John Wiley and Sons Inc, US, 2013
ISBN 10: 1118034295 ISBN 13: 9781118034293
Librería: Rarewaves.com USA, London, LONDO, Reino Unido
EUR 115,52
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Añadir al carritoHardback. Condición: New. Methods for estimating sparse and large covariance matrices 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. High-Dimensional Covariance Estimation features chapters on: Data, Sparsity, and RegularizationRegularizing the EigenstructureBanding, Tapering, and ThresholdingCovariance MatricesSparse Gaussian Graphical ModelsMultivariate Regression The book is an ideal resource for researchers in statistics, mathematics, business and economics, computer sciences, and engineering, as well as a useful text or supplement for graduate-level courses in multivariate analysis, covariance estimation, statistical learning, and high-dimensional data analysis.
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Añadir al carritoCondición: New. pp. 208.
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Añadir al carritoHardback. Condición: New. New copy - Usually dispatched within 4 working days.
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Añadir al carritoHardcover. Condición: Fine. 1st Edition. Preface says that this "book provides a solid foundation for time series analysis and prediction theory . interdisciplinary nature of time series analysis lying at the intersection of the mathematical, statistical, computational, physical, engineering and system sciences. The goal is to join the two lines of developments in time series analysis centered around the work of Schuster, Yule, Slutsky, Wold, . and prediction theory base on the work of Szego, Wold, Cramer, Kolmororov, Wiener, . into a logically sound and pedagogically reasonable theory of modern statistical time series analysis.".
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Añadir al carritoCondición: New. Methods for estimating sparse and large covariance matrices 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. Series: Wiley Series in Probability and Statistics. Num Pages: 208 pages, Illustrations. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 160 x 240 x 18. Weight in Grams: 470. . 2013. 1st Edition. Hardcover. . . . .
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Librería: Revaluation Books, Exeter, Reino Unido
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Añadir al carritoHardcover. Condición: Brand New. 1st edition. 208 pages. 9.30x6.30x0.70 inches. In Stock.
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EUR 144,94
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Añadir al carritoCondición: New. Methods for estimating sparse and large covariance matrices 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. Series: Wiley Series in Probability and Statistics. Num Pages: 208 pages, Illustrations. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 160 x 240 x 18. Weight in Grams: 470. . 2013. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
Librería: moluna, Greven, Alemania
EUR 101,78
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Añadir al carritoGebunden. Condición: New. MOHSEN POURAHMADI, PhD, is Professor of Statistics at Texas A&M University. He is an elected member of the International Statistical Institute, a Fellow of the American Statistical Association, and a member of the American Mathematical Society. Dr. Pourahma.
Idioma: Inglés
Publicado por New York, J Wiley [2001]., 2001
ISBN 10: 0471394343 ISBN 13: 9780471394341
Librería: Antiquariat Bookfarm, Löbnitz, Alemania
EUR 132,21
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Añadir al carritoHardcover. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ancien Exemplaire de bibliothèque avec signature et cachet. BON état, quelques traces d'usure. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. 62 POU 9780471394341 Sprache: Englisch Gewicht in Gramm: 1150.
Librería: PBShop.store UK, Fairford, GLOS, Reino Unido
EUR 177,53
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Añadir al carritoHRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
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EUR 165,00
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Añadir al carritogebundene Ausgabe. Condición: Gut. 414 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 780.
Idioma: Inglés
Publicado por John Wiley and Sons Inc, US, 2013
ISBN 10: 1118034295 ISBN 13: 9781118034293
Librería: Rarewaves.com UK, London, Reino Unido
EUR 108,54
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Añadir al carritoHardback. Condición: New. Methods for estimating sparse and large covariance matrices 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. High-Dimensional Covariance Estimation features chapters on: Data, Sparsity, and RegularizationRegularizing the EigenstructureBanding, Tapering, and ThresholdingCovariance MatricesSparse Gaussian Graphical ModelsMultivariate Regression The book is an ideal resource for researchers in statistics, mathematics, business and economics, computer sciences, and engineering, as well as a useful text or supplement for graduate-level courses in multivariate analysis, covariance estimation, statistical learning, and high-dimensional data analysis.
Librería: Brook Bookstore On Demand, Napoli, NA, Italia
EUR 174,47
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Librería: AHA-BUCH GmbH, Einbeck, Alemania
EUR 125,74
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Añadir al carritoBuch. Condición: Neu. Neuware - Methods for estimating sparse and large covariance matrices 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. High-Dimensional Covariance Estimation features chapters on: - Data, Sparsity, and Regularization - Regularizing the Eigenstructure - Banding, Tapering, and Thresholding - Covariance Matrices - Sparse Gaussian Graphical Models - Multivariate Regression The book is an ideal resource for researchers in statistics, mathematics, business and economics, computer sciences, and engineering, as well as a useful text or supplement for graduate-level courses in multivariate analysis, covariance estimation, statistical learning, and high-dimensional data analysis.
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
EUR 192,80
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Librería: GreatBookPricesUK, Woodford Green, Reino Unido
EUR 177,51
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Librería: Ria Christie Collections, Uxbridge, Reino Unido
EUR 188,56
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Idioma: Inglés
Publicado por LAP LAMBERT Academic Publishing, 2012
ISBN 10: 3845403519 ISBN 13: 9783845403519
Librería: Mispah books, Redhill, SURRE, Reino Unido
EUR 176,34
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Añadir al carritoPaperback. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
EUR 192,35
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Idioma: Inglés
Publicado por John Wiley and Sons Ltd, 2001
ISBN 10: 0471394343 ISBN 13: 9780471394341
Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Original o primera edición
EUR 234,84
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Añadir al carritoCondición: New. This text provides a mathematical foundation for prediction theory and time series analysis using the geometry of Hilbert spaces. Emphasis is on foundation and structure, supported by theory, application and exercises to provide reinforcement and to extend discussions. Series: Wiley Series in Probability and Statistics. Num Pages: 448 pages, Ill. BIC Classification: PBT. Category: (G) General (US: Trade); (P) Professional & Vocational; (UU) Undergraduate. Dimension: 242 x 159 x 26. Weight in Grams: 737. . 2001. 1st Edition. Hardcover. . . . .