A Random Matrix-Theoretic Approach to Handling Singular Covariance Estimates
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Publication:5272340
DOI10.1109/TIT.2011.2162175zbMath1365.62202arXiv1010.0601MaRDI QIDQ5272340
Thomas L. Marzetta, Steven H. Simon, Gabriel H. Tucci
Publication date: 12 July 2017
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1010.0601
62H12: Estimation in multivariate analysis
60B20: Random matrices (probabilistic aspects)
15B52: Random matrices (algebraic aspects)
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