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Statistical Analysis of Observations of Increasing Dimension : Theory and Decision Library B - V. L. Girko

Statistical Analysis of Observations of Increasing Dimension

Theory and Decision Library B

Hardcover Published: 31st March 1995
ISBN: 9780792328865
Number Of Pages: 290

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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.

List of Basic Notations and Assumptions
Introduction to the English Edition
Introduction to General Statistical Analysisp. 1
Limit Theorems for the Empirical Generalized Variancep. 32
The Canonical Equations C[subscript 1], ..., C[subscript 3] for the Empirical Covariance Matrixp. 58
Limit Theorems for the Eigenvalues of Empirical Covariance Matricesp. 122
G[subscript 2]-estimator for the Stieltjes Transform of the Normalized Spectral Function of Covariance Matricesp. 171
Statistical Estimators for Solutions of Systems of Linear Algebraic Equationsp. 213
Referencesp. 278
Indexp. 283
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9780792328865
ISBN-10: 0792328868
Series: Theory and Decision Library B
Audience: General
Format: Hardcover
Language: English
Number Of Pages: 290
Published: 31st March 1995
Country of Publication: NL
Dimensions (cm): 23.39 x 15.6  x 1.91
Weight (kg): 0.62

Earn 474 Qantas Points
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