{"product_id":"high-dimensional-covariance-matrix-estimation-von-aygul-zagidullina","title":"High-Dimensional Covariance Matrix Estimation","description":"This book presents covariance matrix estimation and related aspects of random matrix theory. It focuses on the sample covariance matrix estimator and provides a holistic description of its properties under two asymptotic regimes: the traditional one, and the high-dimensional regime that better fits the big data context. It draws attention to the deficiencies of standard statistical tools when used in the high-dimensional setting, and introduces the basic concepts and major results related to spectral statistics and random matrix theory under high-dimensional asymptotics in an understandable and reader-friendly way. The aim of this book is to inspire applied statisticians, econometricians, and machine learning practitioners who analyze high-dimensional data to apply the recent developments in their work.\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783030800642\"\u003e\u003ch3\u003eAn Introduction to Random Matrix Theory\u003c\/h3\u003e\u003c\/div\u003e","brand":"Autorenwelt Shop","offers":[{"title":"Softcover - 9783030800642","offer_id":39529992487005,"sku":"9783030800642","price":74.89,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/82e88897-2d4e-4271-9993-e10603763904.jpg?v=1772082221","url":"https:\/\/shop.autorenwelt.de\/products\/high-dimensional-covariance-matrix-estimation-von-aygul-zagidullina","provider":"Autorenwelt Shop","version":"1.0","type":"link"}