{"product_id":"high-dimensional-covariance-matrix-estim","title":"High-dimensional Covariance Matrix Estim","description":"This 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.","brand":"MediaPlace","offers":[{"title":"Default Title","offer_id":57311900893566,"sku":"NW9783030800642","price":65.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1379\/1261\/files\/9783030800642.jpg?v=1778585399","url":"https:\/\/mediaplace.com\/en-usa\/products\/high-dimensional-covariance-matrix-estim","provider":"MediaPlace","version":"1.0","type":"link"}