On the Asymptotic Behavior of the Sample Estimates of Eigenvalues and Eigenvectors of Covariance Matrices

DOI10.1109/TSP.2008.929662zbMath1391.62092MaRDI QIDQ4568819

Xavier Mestre

Publication date: 27 June 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Eigenvalues, singular values, and eigenvectors (15A18) Sampling theory in information and communication theory (94A20)

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