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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Statistical Analysis of Observations of Increasing Dimension

Statistical Analysis of Observations of Increasing Dimension

Girko, V. L.

Hardcover

Series: Theory and Decision Library B, Book 28

AlgebraProbability & Statistics

ISBN10: 0792328868
ISBN13: 9780792328865
Publisher: Springer Nature
Published: Mar 31 1995
Pages: 290
Weight: 1.36
Height: 0.75 Width: 6.14 Depth: 9.21
Language: English
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 important function of observations in multidimensional statistical analysis. A general statistical analysis is developed in which observed random vectors may not have density and their components have an arbitrary dependence structure. The methods of this theory have very important advantages in comparison with existing methods of statistical processing. The results have applications in nuclear and statistical physics, multivariate statistical analysis in the theory of the stability of solutions of stochastic differential equations, in control theory of linear stochastic systems, in linear stochastic programming, in the theory of experiment planning.

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