Regularized tapered sample covariance matrix

DOI10.1109/TSP.2022.3169269zbMATH Open1548.94426MaRDI QIDQ6602884

Esa Ollila, Arnaud Breloy

Publication date: 12 September 2024

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)

On robust estimators of a sphericity measure in high dimension

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