{"product_id":"high-dimensional-covariance-matrix-estimation-aygul-zagidullina-9783030800642","title":"High-Dimensional Covariance Matrix Estimation: An Introduction to Random Matrix Theory","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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Aygul Zagidullina\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 3030800644\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9783030800642\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 10\/30\/2021\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 115\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.43lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.28d","brand":"Aygul Zagidullina","offers":[{"title":"Paperback","offer_id":44450292039935,"sku":"9783030800642","price":69.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_c8bc492e-b24e-43e6-a952-bb96188c9ef4.jpg?v=1698503964","url":"https:\/\/www.whiterainbookhouse.com\/products\/high-dimensional-covariance-matrix-estimation-aygul-zagidullina-9783030800642","provider":"WR Book House","version":"1.0","type":"link"}