Multivariate Statistical Analysis: A High-Dimensional Approach by V.I. SerdobolskiiMultivariate Statistical Analysis: A High-Dimensional Approach by V.I. Serdobolskii

Multivariate Statistical Analysis: A High-Dimensional Approach

byV.I. Serdobolskii

Paperback | December 9, 2010

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Multivariate Statistical Analysis
Title:Multivariate Statistical Analysis: A High-Dimensional ApproachFormat:PaperbackDimensions:256 pages, 9.45 × 6.3 × 0 inPublished:December 9, 2010Publisher:Springer NetherlandsLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:9048155932

ISBN - 13:9789048155934

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Table of Contents

Preface. Introduction. 1. Spectral Properties of Large Wishart Matrices. 2. Resolvents and Spectral Functions of Large Sample Covariance Matrices. 3. Resolvents and Spectral Functions of Large Pooled Sample Covariance Matrices. 4. Normal Evaluation of Quality Functions. 5. Estimation of High-Dimensional Inverse Covariance Matrices. 6. Epsilon-Dominating Component-Wise Shrinkage Estimators of Normal Mean. 7. Improved Estimators of High-Dimensional Expectation Vectors. 8. Quadratic Risk of Linear Regression with a Large Number of Random Predictors. 9. Linear Discriminant Analysis of Normal Populations with Coinciding Covariance Matrices. 10. Population Free Quality of Discrimination. 11. Theory of Discriminant Analysis of the Increasing Number of Independent Variables. Conclusions. References. Index.