V L Girko

(Author)

Statistical Analysis of Observations of Increasing Dimension (1995)Hardcover - 1995, 31 March 1995

Statistical Analysis of Observations of Increasing Dimension (1995)
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Part of Series
Theory and Decision Library B
Part of Series
NATO Asi Series. Series E, Applied Sciences
Part of Series
Theory and Decision Library B:
Part of Series
Theory and Decision Library
Print Length
290 pages
Language
English
Publisher
Springer
Date Published
31 Mar 1995
ISBN-10
0792328868
ISBN-13
9780792328865

Description

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.

Product Details

Author:
V L Girko
Book Edition:
1995
Book Format:
Hardcover
Country of Origin:
US
Date Published:
31 March 1995
Dimensions:
23.39 x 15.6 x 1.91 cm
ISBN-10:
0792328868
ISBN-13:
9780792328865
Language:
English
Location:
Dordrecht
Pages:
290
Publisher:
Weight:
616.89 gm

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