Results 271 to 280 of about 402,138 (284)

Covariance matrix estimation and classification with limited training data

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

The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator

Econometrica, 1987
Chesher, Andrew, Jewitt, Ian
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  

High-dimensional covariance matrix estimation with missing observations

Bernoulli, 2014
Karim Lounici
exaly  

A Fast Gridless Covariance Matrix Reconstruction Method for One- and Two-Dimensional Direction-of-Arrival Estimation

IEEE Sensors Journal, 2017
Xiaohuan Wu, Wei-Ping Zhu
exaly  

Toeplitz Structured Covariance Matrix Estimation for Radar Applications

IEEE Signal Processing Letters, 2020
Xiaolin Du, Augusto Aubry, Antonio de Maio   +2 more
exaly  

Covariance Matrix Estimation via Network Structure

Journal of Business and Economic Statistics, 2018
Zheng Fang, Hansheng Wang, Chih-Ling Tsai   +2 more
exaly  

Distributed Sparse Covariance Matrix Estimation

2024 IEEE 13rd Sensor Array and Multichannel Signal Processing Workshop (SAM)
Wenfu Xia, Ziping Zhao 0002, Ying Sun
openaire   +1 more source

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  

Large-scale Sparse Inverse Covariance Matrix Estimation

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