Multivariate statistical analysis. A high-dimensional approach

zbMath1013.62058MaRDI QIDQ1347365

V. I. Serdobol'skij

Publication date: 28 April 2002

Published in: Theory and Decision Library. Series B: Mathematical and Statistical Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Multivariate analysis (62Hxx)

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Moments and root-mean-square error of the Bayesian MMSE estimator of classification error in the Gaussian model ⋮ Likelihood Ratio Tests for High‐Dimensional Normal Distributions ⋮ Numerical simulation for functions of sample covariance matrices ⋮ Statistical Inference for High-Dimensional Global Minimum Variance Portfolios ⋮ On Kolmogorov asymptotics of estimators of the misclassification error rate in linear discriminant analysis ⋮ Discriminant analysis of high-dimensional data over limited samples ⋮ Multiparameter methods are the new field in statistics ⋮ Three estimators of the Mahalanobis distance in high-dimensional data ⋮ The landscape of empirical risk for nonconvex losses ⋮ High-Dimensional CLTs for Individual Mahalanobis Distances ⋮ A new test for sphericity of the covariance matrix for high dimensional data ⋮ A theoretical analysis of the peaking phenomenon in classification ⋮ Spectra of infinite-dimensional sample covariance matrices ⋮ Unimprovable solution to systems of empirical linear algebraic equations

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