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.
General
| Imprint: |
Springer
|
| Country of origin: |
Netherlands |
| Series: |
Theory and Decision Library B, 28 |
| Release date: |
March 1995 |
| First published: |
1995 |
| Authors: |
V.L. Girko
|
| Dimensions: |
240 x 160 x 25mm (L x W x T) |
| Format: |
Hardcover
|
| Pages: |
290 |
| Edition: |
1995 ed. |
| ISBN-13: |
978-0-7923-2886-5 |
| Categories: |
Books >
Science & Mathematics >
Mathematics >
Probability & statistics
|
| LSN: |
0-7923-2886-8 |
| Barcode: |
9780792328865 |
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