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Statistical Analysis of Observations of Increasing Dimension

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Statistical Analysis of Observations of Increasing Dimension Synopsis

Statistical Analysis of Observations of Increasing Dimension is devoted to the investigation of the limit distribution of the empirical generalized variance, covariance matrices, their eigenvalues and solutions of the system of linear algebraic equations with random coefficients, which are an important function of observations in multidimensional statistical analysis. A general statistical analysis is developed in which observed random vectors may not have density and their components have an arbitrary dependence structure. The methods of this theory have very important advantages in comparison with existing methods of statistical processing. The results have applications in nuclear and statistical physics, multivariate statistical analysis in the theory of the stability of solutions of stochastic differential equations, in control theory of linear stochastic systems, in linear stochastic programming, in the theory of experiment planning.

About This Edition

ISBN: 9780792328865
Publication date:
Author: V L Girko
Publisher: Springer an imprint of Springer Netherlands
Format: Hardback
Pagination: 286 pages
Series: Theory and Decision Library.
Genres: Probability and statistics
Stochastics
Algebra