On eigenvalues decomposition estimators of centro-symmetric covariance matrices

DOI10.1016/S0165-1684(99)00050-XzbMATH Open1001.65009OpenAlexW4300450652MaRDI QIDQ1607149FDOQ1607149

Authors: Jean-Pierre Delmas 

Publication date: 29 July 2002

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(99)00050-x

Recommendations

• Improved Estimation of Eigenvalues and Eigenvectors of Covariance Matrices Using Their Sample Estimates
• Performances analysis of a Givens parametrized adaptive eigenspace algorithm
• Maximum likelihood estimation of structured persymmetric covariance matrices
• Simultaneous estimation of eigenvalues
• Convergences of adaptive block simultaneous iteration method for eigenstructure decomposition

zbMATH Keywords

asymptotic distributionconvergenceeigenvalue decompositionestimatorscentro-symmetric covariance matrices

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Analysis of variance and covariance (ANOVA) (62J10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Cited In (3)

• Title not available (Why is that?)
• Best approximation of the identity mapping: The case of variable finite memory
• Optimal recursive estimation of raw data

This page was built for publication: On eigenvalues decomposition estimators of centro-symmetric covariance matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1607149)