Covariance Matrix Estimation From Linearly-Correlated Gaussian Samples

DOI10.1109/TSP.2019.2903019zbMath1458.62113arXiv1808.01123OpenAlexW2921280830WikidataQ128251488 ScholiaQ128251488MaRDI QIDQ4631512

Wei Cui, Xu Zhang, Yu-Long Liu

Publication date: 29 March 2019

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

Full work available at URL: https://arxiv.org/abs/1808.01123

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Parametric inference under constraints (62F30)

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