Results 241 to 250 of about 140,209 (263)

Comments on ''covariance matrix approximation.''

AIAA Journal, 1965
openaire   +2 more sources

Sparsistency and rates of convergence in large covariance matrix estimation

Annals of Statistics, 2009
Clifford Lam, Jianqing Fan
exaly  

Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix

Annals of Statistics, 1985
Rudolf Beran, Muni S Srivastava
exaly  

Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings

Computational Statistics and Data Analysis, 2015
Anestis Touloumis
exaly  

A Geometric Approach to Covariance Matrix Estimation and its Applications to Radar Problems

IEEE Transactions on Signal Processing, 2018
Augusto Aubry, Antonio De Maio, Luca Pallotta   +2 more
exaly  

High-dimensional covariance matrix estimation with missing observations

Bernoulli, 2014
Karim Lounici
exaly  

Regularized Covariance Matrix

2023
openaire   +1 more source

Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix

Computational Statistics and Data Analysis, 2011
Thomas J Fisher, Xiaoqian Sun
exaly  

Spectrum estimation for large dimensional covariance matrices using random matrix theory

Annals of Statistics, 2008
Noureddine El Karoui
exaly  

A Toeplitz Covariance Matrix Reconstruction Approach for Direction-of-Arrival Estimation

IEEE Transactions on Vehicular Technology, 2017
Xiaohuan Wu, Wei-Ping Zhu, Jun Yan
exaly