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Sample Covariance Matrix Models 2017-06-08 Paper Identifying the number of factors from singular values of a large sample auto-covariance matrix 2017-05-02...

the Normalized Sample Covariance Matrix in a Heterogeneous Noise With Application to Low Rank STAP Filter 2018-07-18 Paper Covariance Structure Maximum-Likelihood...

high-dimensional Toeplitz covariance matrix 2021-06-22 Paper Sphericity and identity test for high-dimensional covariance matrix using random matrix theory 2021-05-11...

eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix 2005-08-05 Paper...

Analysis of Covariance Matrix Estimates in Impulsive Noise 2018-06-27 Paper Exact Maximum Likelihood Estimates for SIRV Covariance Matrix: Existence and...

Paper On estimation of a matrix of normal means with unknown covariance matrix 1991-01-01 Paper Estimating the covariance matrix and the generalized variance...

M-estimators of covariance matrix 2022-09-23 Paper Graph Signal Processing Meets Blind Source Separation 2022-09-23 Paper Optimal Shrinkage Covariance Matrix Estimation...

High-dimensional Covariance Matrices 2023-11-17 Paper Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix 2023-07-13 Paper...

estimation of large integrated covariance matrices 2019-06-24 Paper A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return...

the trace of a covariance matrix under a two-step monotone incomplete sample 2014-06-18 Paper Unbiased Estimator for a Covariance Matrix Under Two-Step...

With Group Symmetric Covariance Matrix 2019-02-08 Paper Group Symmetric Robust Covariance Estimation 2019-02-07 Paper Joint Covariance Estimation With Mutual...

High-Dimensional Distance Covariance Matrix With Application 2023-05-23 Paper On eigenvalues of a high-dimensional spatial-sign covariance matrix 2022-02-01 Paper...

sistent covariance matrix estimators with improved finite sample properties 1985-09-01 Paper A Heteroskedasticity-Consistent Covariance Matrix Estimator...

Transform Based Beampattern 2022-09-23 Paper DFT-Based Closed-Form Covariance Matrix and Direct Waveforms Design for MIMO Radar to Achieve Desired Beampatterns...

large-dimensional covariance matrix under Stein's loss 2018-05-18 Paper Spectrum estimation: a unified framework for covariance matrix estimation and PCA...

variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\) 2018-04-18 Paper Polynomial generalizations of the sample variance-covariance matrix when pn−1...

Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications 2023-08-31 Paper On singular...

the square root of the covariance matrix 1996-01-29 Paper Computationally efficient cholesky factorization of a covariance matrix with block toeplitz structure...

Point Estimate for Packet-Scaled Complex Covariance Matrix Estimation 2019-03-06 Paper Robust Covariance Matrix Estimation in Heterogeneous Low Rank Context...

2021-11-09 Paper Self similar compound symmetry covariance structure 2021-11-09 Paper Inverse of the covariance matrix of an MA(2) process 2021-07-29 Paper Testing...