Yao Jianfeng; Zheng Shurong; Bai Zhidong

Large sample covariance matrices and high-dimensional data analysis - New York Cambridge University Press 2015 - xiv, 308p. ill.

Appendix A-B 291-300p.; Bibliography 301-306p.; Index 307-308p.

9781107065178 (hbk) SL01600316

195610

128, 16/02/2016, Aviva Books Company Textual


Spectral statistics
Limiting spectral distributation

B245, Q5