Statistical Analysis of Observations of Increasing Dimension: 28 (Theory and Decision Library B) - Softcover

Girko, V.L. L.

 
9789048144136: Statistical Analysis of Observations of Increasing Dimension: 28 (Theory and Decision Library B)
Softcover
ISBN 10: 9048144132 ISBN 13: 9789048144136
Verlag: Springer, 2010

Inhaltsangabe

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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Über die Autorin bzw. den Autor

Vyacheslav L. Girko is Professor of Mathematics in the Department of Applied Statistics at the National University of Kiev and the University of Kiev Mohyla Academy. He is also affiliated with the Institute of Mathematics, Ukrainian Academy of Sciences. His research interests include multivariate statistical analysis, discriminant analysis, experiment planning, identification and control of complex systems, statistical methods in physics, noise filtration, matrix analysis, and stochastic optimization. He has published widely in the areas of multidimensional statistical analysis and theory of random matrices.

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Verlag
Springer
Erscheinungsdatum
2010
Sprache
Englisch
ISBN 10 
9048144132
ISBN 13 
9789048144136
Einband
Tapa blanda
Anzahl der Seiten
316
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
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Hamburg
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Weitere beliebte Ausgaben desselben Titels

9780792328865: Statistical Analysis of Observations of Increasing Dimension: 28 (Theory and Decision Library B, 28)

Vorgestellte Ausgabe

ISBN 10:  0792328868 ISBN 13:  9780792328865
Verlag: Springer, 1995
Hardcover