Statistical analysis of observations of increasing dimension
Statistical analysis of observations of increasing dimension
复制标题
维度增加的观测值的统计分析
DOI：
10.1007/978-94-015-8567-5
复制
发表时间：
1995
期刊：
影响因子：
2.7
通讯作者：
V. Girko
中科院分区：
文献类型：
--
作者：
V. Girko
基本符号和假设列表。英文版简介。1：一般统计分析导论。2：经验广义方差的极限定理。3：经验协方差矩阵的正则方程C1，…，C3。4：经验协方差矩阵的特征值的极限定理。协方差矩阵归一化谱函数的Stieltjes变换的5：G2-估计6：线性代数方程组解的统计估计。参考资料。索引。
List of Basic Notations and Assumptions. Introduction to the English Edition. 1: Introduction to General Statistical Analysis. 2: Limit Theorems for the Empirical Generalized Variance. 3: The Canonical Equations C1,...,C3 for the Empirical Covariance Matrix. 4: Limit Theorems for the Eigenvalues of Empirical Covariance Matrices. 5: G2-Estimator for the Stieltjes Transform of the Normalized Spectral Function of Covariance Matrices. 6: Statistical Estimators for Solutions of Systems of Linear Algebraic Equations. References. Index.