Low-rank covariance matrix estimation for factor analysis in anisotropic noise: application to array processing and portfolio selection

DOI10.1109/TSP.2023.3273116zbMATH Open1548.9451MaRDI QIDQ6603532FDOQ6603532

Publication date: 12 September 2024

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

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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