Large sample covariance matrices and high-dimensional data analysis /
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge ; New York :
Cambridge University Press,
[2015]
|
| Series: | Cambridge series on statistical and probabilistic mathematics.
|
| Subjects: |
| Physical Description: | xiv, 308 pages : illustrations ; 26 cm. |
|---|---|
| Bibliography: | Includes bibliographical references (pages 301-305) and index. |
| ISBN: | 9781107065178 (hardcover) 1107065178 (hardcover) |