Statistical Analysis of Observations of Increasing Dimension /

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 import...

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Bibliographic Details

Main Author:	Girko, V. L. (Vi͡acheslav Leonidovich)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Dordrecht : Springer Netherlands, 1995.
Series:	Theory and decision library. Mathematical and statistical methods ; 28.
Subjects:	Statistics. Matrix theory. Distribution (Probability theory) Electronic books.
Online Access:	Connect to the full text of this electronic book