Results 261 to 270 of about 534,560 (282)

Robust Covariance Estimation

2023
openaire   +1 more source

SPICE: A Sparse Covariance-Based Estimation Method for Array Processing

IEEE Transactions on Signal Processing, 2011
Petre Stoica, Prabhu Babu, Jian Li
exaly  

Covariance Matrix Estimation

1999
Matthew J. Cushing, Mary G. McGarvey
openaire   +1 more source

Improved estimation of the covariance matrix of stock returns with an application to portfolio selection

Journal of Empirical Finance, 2003
Olivier Ledoit, Michael Wolf
exaly  

Time Varying Autoregressive Moving Average Models for Covariance Estimation

IEEE Transactions on Signal Processing, 2013
Ami Wiesel, Ofir Bibi, Amir Globerson
exaly  

Covariance Matrix Estimation in Massive MIMO

IEEE Signal Processing Letters, 2018
David Neumann, Michael Joham, Wolfgang Utschick   +2 more
exaly  

Least Squares Estimation When the Covariance Matrix and Parameter Vector are Functionally Related

Journal of the American Statistical Association, 1980
exaly   +2 more sources

High-dimensional covariance matrix estimation with missing observations

Bernoulli, 2014
Karim Lounici
exaly  

High‐dimensional covariance matrix estimation

Wiley Interdisciplinary Reviews: Computational Statistics, 2020
Clifford Lam
exaly  

Automated model selection in covariance estimation and spatial whitening of MEG and EEG signals

NeuroImage, 2015
Denis-Alexander Engemann, Alexandre Gramfort   +1 more
exaly