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

DOI10.1109/TSP.2023.3273116MaRDI QIDQ6603532zbMATH OpenFDO

Authors Petre Stoica, Prabhu Babu

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)

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6603532)