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Shrinkage Estimation for Mean and Covariance Matrices - SpringerBriefs in Statistics Hisayuki Tsukuma 2020 edition
Shrinkage Estimation for Mean and Covariance Matrices - SpringerBriefs in Statistics
Hisayuki Tsukuma
This book provides a self-contained introduction to shrinkage estimation for matrix-variate normal distribution models.
112 pages, 1 Illustrations, black and white; IX, 112 p. 1 illus.
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2020. gada 17. aprīlis |
| ISBN13 | 9789811515958 |
| Izdevēji | Springer Verlag, Singapore |
| Lapas | 112 |
| Izmēri | 150 × 220 × 10 mm · 454 g |