Results 291 to 300 of about 134,557 (305)

High‐dimensional covariance matrix estimation

Wiley Interdisciplinary Reviews: Computational Statistics, 2020
Clifford Lam
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  

Time Varying Autoregressive Moving Average Models for Covariance Estimation

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

Computationally efficient maximum likelihood estimation of structured covariance matrices

IEEE Transactions on Signal Processing, 1999
Hongbin Li
exaly  

Covariance Matrix Estimation in Massive MIMO

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

Covariance Estimation in High Dimensions Via Kronecker Product Expansions

IEEE Transactions on Signal Processing, 2013
Theodoros Tsiligkaridis, Alfred O Hero
exaly  

High-dimensional covariance matrix estimation with missing observations

Bernoulli, 2014
Karim Lounici
exaly  

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

NeuroImage, 2015
Denis A Engemann, Alexandre Gramfort
exaly  

Spatial Covariance Estimation for Millimeter Wave Hybrid Systems Using Out-of-Band Information

IEEE Transactions on Wireless Communications, 2019
Anum Ali, Núria González-Prelcic, Robert W Heath   +2 more
exaly  

Tapered Covariance: Bayesian Estimation and Asymptotics

Journal of Computational and Graphical Statistics, 2012
Benjamin A Shaby, David Ruppert
exaly