著者：Rajendra Bhatia
出版社： Princeton University Press
発売日： 2009年01月10日
This book represents the first synthesis of the considerable body of new research into positive definite matrices. These matrices play the same role in noncommutative analysis as positive real numbe……続きを見る
Large Covariance and Autocovariance Matrices brings together a collection of recent results on sample covariance and autocovariance matrices in high-dimensional models and novel ideas on how to use ……続きを見る
