Title of article
Improving on the sample covariance matrix for a complex elliptically contoured distribution
Author/Authors
Yoshihiko Konno، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
12
From page
2475
To page
2486
Keywords
Complex normaldistribution , Eigenvalue distribution in sample covariance matrix , Unbiased risk of estimate , ComplexWishart distribution , Shrinkage estimator , Minimax , covariance matrix
Journal title
Journal of Statistical Planning and Inference
Serial Year
2007
Journal title
Journal of Statistical Planning and Inference
Record number
220480
Link To Document