New Methods for Handling Singular Sample Covariance Matrices

DOI10.1109/TIT.2018.2888734zbMath1428.62241arXiv1111.0235OpenAlexW2964213435WikidataQ128777065 ScholiaQ128777065MaRDI QIDQ4615340

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Publication date: 28 January 2019

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.0235

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Random matrices (probabilistic aspects) (60B20)

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