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Statistical Analysis of Observations of Increasing Dimension (Hardcover, 1995 ed.) Loot Price: R2,969
Discovery Miles 29 690
Statistical Analysis of Observations of Increasing Dimension (Hardcover, 1995 ed.): V.L. Girko

Statistical Analysis of Observations of Increasing Dimension (Hardcover, 1995 ed.)

V.L. Girko

Series: Theory and Decision Library B, 28

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Loot Price R2,969 Discovery Miles 29 690 | Repayment Terms: R278 pm x 12*

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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.

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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