How Long to Read Large Sample Covariance Matrices and High-Dimensional Data Analysis

By Jianfeng Yao

How Long Does it Take to Read Large Sample Covariance Matrices and High-Dimensional Data Analysis?

It takes the average reader to read Large Sample Covariance Matrices and High-Dimensional Data Analysis by Jianfeng Yao

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Description

High-dimensional data appear in many fields, and their analysis has become increasingly important in modern statistics. However, it has long been observed that several well-known methods in multivariate analysis become inefficient, or even misleading, when the data dimension p is larger than, say, several tens. A seminal example is the well-known inefficiency of Hotelling's T2-test in such cases. This example shows that classical large sample limits may no longer hold for high-dimensional data; statisticians must seek new limiting theorems in these instances. Thus, the theory of random matrices (RMT) serves as a much-needed and welcome alternative framework. Based on the authors' own research, this book provides a first-hand introduction to new high-dimensional statistical methods derived from RMT. The book begins with a detailed introduction to useful tools from RMT, and then presents a series of high-dimensional problems with solutions provided by RMT methods.

How long is Large Sample Covariance Matrices and High-Dimensional Data Analysis?

Large Sample Covariance Matrices and High-Dimensional Data Analysis by Jianfeng Yao is 0 pages long, and a total of 0 words.

This makes it 0% the length of the average book. It also has 0% more words than the average book.

How Long Does it Take to Read Large Sample Covariance Matrices and High-Dimensional Data Analysis Aloud?

The average oral reading speed is 183 words per minute. This means it takes to read Large Sample Covariance Matrices and High-Dimensional Data Analysis aloud.

What Reading Level is Large Sample Covariance Matrices and High-Dimensional Data Analysis?

Large Sample Covariance Matrices and High-Dimensional Data Analysis is suitable for students ages 2 and up.

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