Random Matrix Derived Shrinkage of Spectral Precision Matrices

DOI10.1109/TSP.2015.2443726zbMath1393.15045arXiv1411.7334MaRDI QIDQ4580783

D. Schneider-Luftman, A. T. Walden

Publication date: 22 August 2018

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

Full work available at URL: https://arxiv.org/abs/1411.7334

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52)

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