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Modern Methods to Covariance Estimation : With High-Dimensional Data.

Methods for estimating sparse and large covariance matrices Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multivariate data collected from a variety of fields including business and economics, health care, engineering, and environmental and physical sc...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Pourahmadi, Mohsen
Format: Electronic eBook
Language:Inglés
Published: Hoboken : Wiley, 2013.
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Online Access:Texto completo