{"product_id":"high-dimensional-covariance-matrix-estimation-an-introduction-to-random-matrix-theory-9783030800642","title":"High-Dimensional Covariance Matrix Estimation: An Introduction to Random Matrix Theory","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003cp\u003eForeword.- 1 Introduction.- 2 Traditional Estimators and Standard Asymptotics.- 3 Finite Sample Performance of Traditional Estimators.- 4 Traditional Estimators and High-Dimensional Asymptotics.- 5 Summary and Outlook.- Appendices.\u003c\/p\u003e","brand":"Springer Nature Switzerland AG","offers":[{"title":"Default Title","offer_id":51742855790935,"sku":"9783030800642","price":52.24,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9783030800642.jpg?v=1758387053","url":"https:\/\/bookcurl.com\/products\/high-dimensional-covariance-matrix-estimation-an-introduction-to-random-matrix-theory-9783030800642","provider":"Book Curl","version":"1.0","type":"link"}