Statistical Analysis of Observations of Increasing Dimension (Theory and Decision Library B)

by V.L.Girko (Author)

• New

  Hardcover
  1995

  $175.46

  An 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.