High-Dimensional Covariance Shrinkage for Signal Detection (Q6363426)

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scientific article; zbMATH DE number 900476094
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High-Dimensional Covariance Shrinkage for Signal Detection
scientific article; zbMATH DE number 900476094

    Statements

    publication date
    22 March 2021
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    arXiv classification
    math.ST
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    stat.TH
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    author
    Benjamin D. Robinson
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    Robert Malinas
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    Alfred O. III Hero
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    Identifiers

    arXiv ID
    2103.11830
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