Results 181 to 190 of about 547,601 (228)

Shrinkage approach for EEG covariance matrix estimation

2010 Annual International Conference of the IEEE Engineering in Medicine and Biology, 2010
We present a shrinkage estimator for the EEG spatial covariance matrix of the background activity. We show that such an estimator has some advantages over the maximum likelihood and sample covariance estimators when the number of available data to carry out the estimation is low.
Leandro, Beltrachini, Nicolas, von Ellenrieder, Carlos H, Muravchik   +2 more
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First Passage Time Covariance Matrix Estimators

SSRN Electronic Journal, 2021
We devise a new high-frequency covariance matrix estimator based on price durations which is guaranteed to be positive-definite. Both non-parametric and parametric versions are proposed. A comprehensive Monte Carlo simulation shows that this class of estimators are less biased, more efficient, and generate lower RMSE as well as QLIKE errors ...
Seok Young Hong, Oliver B. Linton, Xiaolu Zhao   +2 more
openaire   +1 more source

Covariance Matrix Reconstruction for DOA Estimation in Hybrid Massive MIMO Systems

IEEE Wireless Communications Letters, 2020
Multiple signal classification (MUSIC) has been widely applied in wireless communications for direction-of-arrival (DOA) estimation. For massive multiple-input multiple-output (MIMO) systems operating at millimeter-wave bands, hybrid analog-digital ...
Si Li, Yinsheng Liu, Li You, Wenjin Wang, Hongtao Duan, Xu Li   +5 more
semanticscholar   +1 more source

Covariance Matrix Estimation

2016
Covariance matrix estimation allows the adaptation of Gaussian-based mutation operators to local solution space characteristics.
openaire   +1 more source

Linguistically Described Covariance Matrix Estimation

2017
In this paper we present a covariance matrix estimation method based on linguistically described data samples. The linguistic variable describes a real data samples that could be used for a calculation of the covariance matrix. In most cases, real dataset contains noise samples that manifest as outliers.
Tomasz Przybyła, Tomasz Pander
openaire   +1 more source

Sparse and Low-Rank Covariance Matrix Estimation

Journal of the Operations Research Society of China, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhou, Shenglong, Kong, LingChen, Luo, Ziyan, Xiu, Naihua   +3 more
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Error covariance matrix estimation using ridge estimator

Statistics & Probability Letters, 2013
Abstract This article considers sparse covariance matrix estimation of high dimension. In contrast to the existing methods which are based on the residual estimation from least squares estimator, we utilize residuals from ridge estimator with the adaptive thresholding technique to estimate the error covariance matrix in high dimensional factor model.
June Luo, K.B. Kulasekera
openaire   +1 more source

CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES

Econometric Theory, 2002
Consistency of kernel estimators of the long-run covariance matrix of a linear process is established under weak moment and memory conditions. In addition, it is pointed out that some existing consistency proofs are in error as they stand.
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ESTIMATING A COVARIANCE MATRIX IN MANOVA MODEL

Statistics & Risk Modeling, 2002
Summary: For the estimation of the covariance matrix in the framework of multivariate analysis of variance (MANOVA) model, \textit{B.K. Sinha} and \textit{M. Ghosh} [ibid. 5, 201-227 (1987; Zbl 0634.62050)] proposed a Stein type truncated estimator improving on the uniformly minimum variance unbiased (UMVU) estimator under the entropy loss.
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Covariance Matrix Reconstruction With Interference Steering Vector and Power Estimation for Robust Adaptive Beamforming

IEEE Transactions on Vehicular Technology, 2018
To ensure link reliability and signal receiving quality, robust adaptive beamforming (RAB) is vital important in mobile communications. In this paper, we propose a new RAB algorithm based on interference-plus-noise covariance (INC) matrix reconstruction ...
Zhi Zheng, Yan Zheng, Wen-qin Wang, Hongbo Zhang   +3 more
semanticscholar   +1 more source