ESTIMATION OF COVARIANCE MATRICES

被引：0
|
作者：
KOSHEVOY, VM
机构：
来源：
RADIOTEKHNIKA I ELEKTRONIKA | 1986年 / 31卷 / 10期
关键词：
D O I：
暂无
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
引用
收藏
页码：1964 / 1974
页数：11
相关论文
共 50 条
  • [1] ROBUST ESTIMATION OF COVARIANCE MATRICES
    REYNOLDS, RG
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1990, 35 (09) : 1047 - 1051
  • [2] On the estimation of structured covariance matrices
    Zorzi, Mattia
    Ferrante, Augusto
    AUTOMATICA, 2012, 48 (09) : 2145 - 2151
  • [3] Partial estimation of covariance matrices
    Elizaveta Levina
    Roman Vershynin
    Probability Theory and Related Fields, 2012, 153 : 405 - 419
  • [4] ESTIMATION OF HYPERSPECTRAL COVARIANCE MATRICES
    Ben-David, Avishai
    Davidson, Charles E.
    2011 IEEE INTERNATIONAL GEOSCIENCE AND REMOTE SENSING SYMPOSIUM (IGARSS), 2011, : 4324 - 4327
  • [5] ESTIMATION OF STRUCTURED COVARIANCE MATRICES
    BURG, JP
    LUENBERGER, DG
    WENGER, DL
    PROCEEDINGS OF THE IEEE, 1982, 70 (09) : 963 - 974
  • [6] Partial estimation of covariance matrices
    Levina, Elizaveta
    Vershynin, Roman
    PROBABILITY THEORY AND RELATED FIELDS, 2012, 153 (3-4) : 405 - 419
  • [7] ESTIMATION OF FUNCTIONALS OF SPARSE COVARIANCE MATRICES
    Fan, Jianqing
    Rigollet, Philippe
    Wang, Weichen
    ANNALS OF STATISTICS, 2015, 43 (06): : 2706 - 2737
  • [8] Robust estimation of structured covariance matrices
    Williams, Douglas B., 1600, (41):
  • [9] MCMC Estimation of Restricted Covariance Matrices
    Chan, Joshua Chi-Chun
    Jeliazkov, Ivan
    JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2009, 18 (02) : 457 - 480
  • [10] ESTIMATION OF DIAGONAL COVARIANCE MATRICES BY MINQUE
    BROWN, KG
    COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1977, 6 (05): : 471 - 484
12345