{"product_id":"high-dimensional-covariance-matrix-estimation-9783030800659","title":"High-Dimensional Covariance Matrix Estimation","description":"\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","brand":"Gardners","offers":[{"title":"Default Title","offer_id":52911256764695,"sku":null,"price":8097.3,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0679\/6918\/8119\/files\/9783030800659.jpg?v=1781264608","url":"https:\/\/payment.letskitaboo.com\/ur\/products\/high-dimensional-covariance-matrix-estimation-9783030800659","provider":"Kitaboo One eStore","version":"1.0","type":"link"}