Multidimensional Statistical Analysis and Theory of Random Matrices

V. L. Girko

ISBN 10: 311046036X / ISBN 13: 9783110460360

Published by De Gruyter, De Gruyter Aug 1996, 1996

About this Item

Neuware -Frontmatter -- PREFACE -- Welcoming remarks -- Principal Procedures for Statistical Analysis of Random Arrays (SARA) -- CONTENTS -- Some remarks and a bibliography on the Kantorovich inequality -- Band random matrices and quantum chaos -- Weighted continuous metric scaling -- Canonical equation for the resolvent of empirical covariance matrices pencil -- Strong Law for the eigenvalues of empirical covariance matrices -- On the asymptotic behavior of Markov chains with small random perturbations of transition probabilities -- Multivariate statistical inference involving circulant matrices: A review -- Asymptotics of eigenvalue-normed eigenvectors of sample variance and correlation matrices -- Formal density expansions via multivariate mixtures -- Double shrinkage estimators of ratio of variances -- On sequential search for significant variables of unknown function -- Heirarchical random matrices and operators. Application to Anderson model -- Asymptotic properties of invariant tests -- New classes of probability inequalities for some classical distributions -- Equivariant estimation of a subspace -- Optimal design of experiments for multivariate response in two-factor linear models -- Multivariate analysis: Does it really work in statistical applications -- Robust estimation and testing the mean vector -- Detection of outliers in the presence of multicollinearity -- Estimation in multivariate elliptically contoured linear models II -- Mean and covariance structure analysis with missing data -- Multivariate elliptically contoured linear models and some aspects of the theory of random matricesWalter de Gruyter GmbH, Genthiner Strasse 13, 10785 Berlin 400 pp. Englisch.

Seller Inventory # 9783110460360

Bibliographic Details

• Title: Multidimensional Statistical Analysis and Theory of Random Matrices
• Publisher: De Gruyter, De Gruyter Aug 1996
• Publication Date: 1996
• Language: English
• ISBN 10: 311046036X
• ISBN 13: 9783110460360
• Binding: Buch
• Condition: Neu

About this title

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