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Large covariance and autocovariance matrices /

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Bibliographic Details
Main Authors: Bose, Arup (Author), Bhattacharjee, Monika (Author)
Corporate Authors: Taylor & Francis, Taylor and Francis
Format: eBook
Language:English
Published: Boca Raton, FL : Chapman and Hall/CRC, an imprint of Taylor and Francis, 2018.
Edition:First edition.
Series:Chapman & Halll/CRC monographs on statistics & applied probability.
Subjects:
Analysis of covariance.
Matrices.
MATHEMATICS / Algebra / Intermediate.
MATHEMATICS / Probability & Statistics / Bayesian Analysis.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • part Part I
  • chapter 1 LARGE COVARIANCE MATRIX I
  • chapter 2 LARGE COVARIANCE MATRIX II
  • chapter 3 LARGE AUTOCOVARIANCE MATRIX
  • part Part II
  • chapter 4 SPECTRAL DISTRIBUTION
  • chapter 5 NON-COMMUTATIVE PROBABILITY
  • chapter 6 GENERALIZED COVARIANCE MATRIX I
  • chapter 7 GENERALIZED COVARIANCE MATRIX II
  • part Part III
  • chapter 8 SPECTRA OF AUTOCOVARIANCE MATRIX I
  • chapter 9 SPECTRA OF AUTOCOVARIANCE MATRIX II
  • chapter 10 GRAPHICAL INFERENCE
  • chapter 11 TESTING WITH TRACE.