High-Dimensional Covariance Estimation - Mohsen Pourahmadi (2013)

High-Dimensional Covariance Estimation - Mohsen Pourahmadi (2013)

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时间:2019-08-01

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1、HIGH-DIMENSIONALCOVARIANCEESTIMATIONWILEYSERIESINPROBABILITYANDSTATISTICSEstablishedbyWALTERA.SHEWHARTandSAMUELS.WILKSEditors:DavidJ.Balding,NoelA.C.Cressie,GarrettM.Fitzmaurice,HarveyGoldstein,IainM.Johnstone,GeertMolenberghs,DavidW.Scott,AdrianF.M.Smith,R

2、ueyS.Tsay,SanfordWeisbergEditorsEmeriti:VicBarnett,J.StuartHunter,JosephB.Kadane,JozefL.TeugelsAcompletelistofthetitlesinthisseriesappearsattheendofthisvolume.HIGH-DIMENSIONALCOVARIANCEESTIMATIONMOHSENPOURAHMADITexasA&MUniversityCopyrightC2013byJohnWiley&S

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