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Statistical Analysis of Observations of Increasing Dimension - Theory and Decision Library B V.L. Girko 1995 edition
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Statistical Analysis of Observations of Increasing Dimension - Theory and Decision Library B
V.L. Girko
An investigation of the limit distribution of the empirical generalized variance, covariance matrices, their eigenvalues and solutions of the system of linear algebraic equations with random coefficients, which are an important function of observations in multidimensional statistical analysis.
290 pages, biography
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