Eigenvalue Estimation of Parameterized Covariance Matrices of Large Dimensional Data

DOI10.1109/TSP.2012.2212016zbMath1393.94504arXiv1201.4672OpenAlexW1859472506MaRDI QIDQ4574128

Abla Kammoun, Jamal Najim, Jian-feng Yao

Publication date: 18 July 2018

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

Full work available at URL: https://arxiv.org/abs/1201.4672

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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