{"product_id":"9783030800642","title":"SpringerBriefs in Applied Statistics and Econometrics: An Introduction to Random Matrix Theory","description":"\u003ch1\u003eSpringerBriefs in Applied Statistics and Econometrics: An Introduction to Random Matrix Theory\u003c\/h1\u003e \u003ch2\u003eZagidullina, Aygul\u003c\/h2\u003e \u003cp\u003eThis 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.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2021-10-30\u003c\/p\u003e \u003cp\u003eFormat: Paperback\u003c\/p\u003e \u003cp\u003eISBN-13: 9783030800642\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-030-80065-9\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 115\u003c\/p\u003e ","brand":"University of Konstanz","offers":[{"title":"Default Title","offer_id":44522908647564,"sku":"9783030800642","price":71.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783030800642.jpg?v=1776026847","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9783030800642","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}