On eigenvalues decomposition estimators of centro-symmetric covariance matrices

DOI10.1016/S0165-1684(99)00050-XzbMath1001.65009OpenAlexW4300450652MaRDI QIDQ1607149

Jean-Pierre Delmas

Publication date: 29 July 2002

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(99)00050-x

zbMATH Keywords

convergenceasymptotic distributionestimatorseigenvalue decompositioncentro-symmetric covariance matrices

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Analysis of variance and covariance (ANOVA) (62J10)

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