High-dimensional covariance estimation /

"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 provide...

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Bibliographic Details

Main Author:	Pourahmadi, Mohsen
Format:	eBook
Language:	English
Language Notes:	English.
Published:	Hoboken, NJ : Wiley, ©2013.
Series:	Wiley series in probability and statistics.
Subjects:	Analysis of covariance. Multivariate analysis. Multivariate Analysis
Online Access:	Connect to the full text of this electronic book