Large covariance matrix estimation with oracle statistical rate via majorization-minimization

DOI10.1109/TSP.2023.3311523MaRDI QIDQ6603711zbMATH OpenFDO

Authors Quan Wei, Ziping Zhao

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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