Multivariate Statistical Analysis
A High-dimensional Approach

<p>Multivariate Statistical Analysis

Multivariate Statistical Analysis

Preface. Introduction. 1. Spectral Properties of Large
Wishart Matrices. 2. Resolvents and Spectral Functions of Large
Sample Covariance Matrices. 3. Resolvents and Spectral Functions
of Large Pooled Sample Covariance Matrices. 4. Normal Evaluation
of Quality Functions. 5. Estimation of High-Dimensional Inverse
Covariance Matrices. 6. Epsilon-Dominating Component-Wise
Shrinkage Estimators of Normal Mean. 7. Improved Estimators of
High-Dimensional Expectation Vectors. 8. Quadratic Risk of
Linear Regression with a Large Number of Random Predictors. 9.
Linear Discriminant Analysis of Normal Populations with Coinciding
Covariance Matrices. 10. Population Free Quality of
Discrimination. 11. Theory of Discriminant Analysis of the
Increasing Number of Independent Variables. Conclusions. References.
Index.