High-dimensional covariance estimation / by Pourahmadi, Mohsen

Table of Contents: “…Thresholding the Sample Covariance Matrix --…”
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Modern radar detection theory /

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State-space models with regime switching : classical and Gibbs-sampling approaches with applications / by Kim, Chang-Jin, 1960-

Table of Contents: “…Maximum Likelihood Estimation and the Covariance Matrix of OML --…”
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Introduction to adaptive arrays / by Monzingo, Robert A., 1938-, Haupt, Randy L., Miller, Thomas W.

Table of Contents: “…Direct inversion of the sample covariance matrix --…”
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Equity valuation, risk, and investment : a practitioner's roadmap / by Stimes, Peter C., 1955-

Table of Contents: “…Computing the Variance/Covariance Matrix Inputs --…”
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Applied Multivariate Statistical Analysis in Medicine. by Jiang, Jingmei

Table of Contents: “…2 -- Multivariate normal distribution -- 2.1 Introduction -- 2.2 Distributions of random vectors -- 2.2.1 Review of distributions of univariate variables -- 2.2.2 Joint distributions -- 2.2.3 Marginal distributions -- 2.2.4 Statistical independence -- 2.2.5 Conditional distributions -- 2.3 Numerical characteristics of random vectors -- 2.3.1 Mean vector and covariance matrix -- 2.3.2 Properties of the mean vector and covariance matrix -- 2.4 Multivariate normal distribution -- 2.4.1 Multivariate normal probability density function…”
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Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statistics : random matrix theory and its applications / by Bai, Zhidong, Fang, Zhaoben, Liang, Ying-Chang

Table of Contents: “…Limiting spectral distributions -- Extreme eigenvalues -- Central limit theorems of linear spectral statistics -- Limiting behavior of eigenmatrix of sample covariance matrix -- Wireless communications -- limiting performances of linear and iterative receivers -- Application to finance.…”
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Experimental design : a chemometric approach / by Deming, Stanley N., 1944-

Table of Contents: “…System theory -- Response surfaces -- Basic statistics -- One experiment -- Two experiments -- Hypothesis testing -- The variance-covariance matrix -- Three experiments -- Analysis of variance (ANOVA) for linear models -- A ten-experiment example -- Approximating a region of a multifactor response surface -- Additional multifactor concepts and experimental designs.…”
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Financial modeling / by Benninga, Simon

Table of Contents: “…Basic financial calculations -- calculating the cost of capitol -- Financial statement modeling -- Building a financial model: the case of PPG corporation -- Bank Valuation -- The financial analysis of leasing -- The financial analysis of leveraged leases -- Portfolio Models-introduction -- Calculating efficient portfolios when there are no short-sale restrictions -- Calculating the variance-covariance matrix -- Estimating betas and the security market line -- Efficient portfolios without short sales -- The black-litterman approach to portfolio optimization -- Event studies -- Value at risk -- An introduction to options -- the binomial option-pricing model -- The lognormal distribution -- The Black-Scholes model -- Option Greeks -- Portfolio insurance -- An introduction of Monte Carlo methods -- Using Monte Carlo methods for option pricing -- Real options -- Duration -- Immunization strategies -- Modeling the term structure -- Calculating default-adjusted expected bond returns -- Generating random numbers -- Data tables -- Matrices -- The Gauss-Seidel method -- Excel functions -- Using Array functions and formulas -- Some excel hints -- User-defined functions with VBA -- Types and loops -- Macros and user interaction -- Arrays -- Objects and add-ins -- Information from the web.…”

Estimation, inference, and specification analysis / by White, Halbert

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Experimental design : a chemometric approach / by Deming, Stanley N., 1944-

Table of Contents: “…System theory -- Response surfaces -- Basic statistics -- One experiment -- Two experiments -- Hypothesis testing -- The variance-covariance matrix -- Three experiments -- Analysis of variance (ANOVA) for linear models -- An example of regression analysis on existing data -- A ten-experiment example -- Approximating a region of a multifactor response surface -- Confidence intervals for full second-order polynomial models -- Factorial-based designs -- Additional multifactor concepts and experimental designs.…”
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Simulating security returns : a filtered historical simulation approach /

General dynamical processes : a mathematical introduction / by Windeknecht, Thomas G.

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Quantitative and qualitative games / by Blaquière, Austin

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The fractional calculus : theory and applications of differentiation and integration to arbitrary order / by Oldham, Keith B.

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Control systems functions and programming approaches. by Chorafas, Dimitris N.

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Initial value methods for boundary value problems : theory and application of invariant imbedding /

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Providing orbit information with predetermined bounded accuracy / by Braun, Vitali

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Simulation: statistical foundations and methodology by Mihram, G. Arthur 1939-

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Some successive approximation methods in control and oscillation theory / by Falb, Peter L.

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