Advanced Multivariate Statistics with Matrices (Mathematics and its Applications Vol.579) (2005. 490 p.)

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English

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In fact, Chapters 1 and 2 have been used for a graduate course "Matrices in Statistics" at University of Tartu for the last few years, and Chapters 2 and 3 formed the material for the graduate course "Multivariate Asymptotic Statistics" in spring 2002.

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