Improving on the sample covariance matrix for a complex elliptically contoured distribution

Yoshihiko Konno، نويسنده ,

روزنامه با شماره پیاپی سال 2007

12

2475

2486

Complex normaldistribution , Eigenvalue distribution in sample covariance matrix , Unbiased risk of estimate , ComplexWishart distribution , Shrinkage estimator , Minimax , covariance matrix

Journal of Statistical Planning and Inference

2007

Journal of Statistical Planning and Inference

220480