Results 281 to 290 of about 1,787,003 (299)

On estimators for variances and covariances

Biometrika, 1962
openaire   +2 more sources

Robust covariance estimation under $L_{4}-L_{2}$ norm equivalence

Annals of Statistics, 2020

exaly  

Large-scale Sparse Inverse Covariance Matrix Estimation

SIAM Journal of Scientific Computing, 2019
Olaf Schenk, Matthias Bollhöfer, Aryan Eftekhari   +2 more
exaly  

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

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

Covariance matrix estimation and classification with limited training data

IEEE Transactions on Pattern Analysis and Machine Intelligence, 1996
D A Landgrebe
exaly  

Generalized Covariance Estimator

2021
Gourieroux, J Jasiak
openaire   +1 more source

Covariance Matrix Estimation in Massive MIMO

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

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  

User-Friendly Covariance Estimation for Heavy-Tailed Distributions

Statistical Science, 2019
Stanislav Minsker, Wenxin Zhou
exaly  

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

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