Shrinkage-to-Tapering Estimation of Large Covariance Matrices

DOI10.1109/TSP.2012.2210546zbMath1393.94193WikidataQ60767174 ScholiaQ60767174MaRDI QIDQ4574100

Z. Jane Wang, Xiaohui Chen, Martin J. McKeown

Publication date: 18 July 2018

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

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (1)

Improved shrinkage estimator of large-dimensional covariance matrix under the complex Gaussian distribution

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