Coupled regularized sample covariance matrix estimator for multiple classes

DOI10.1109/TSP.2021.3118546MaRDI QIDQ6600141zbMATH OpenFDO

Authors Elias Raninen, Esa Ollila

Publication date 9 September 2024

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

Full work available at URL https://doi.org/10.1109/TSP.2021.3118546

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cited in

(2)

• Target selection in shrinkage estimation of covariance matrix: a structural similarity approach
• Ridge estimation of covariance matrix from data in two classes.

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