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Publication search results
found 10 matches
- 2024
- Rafael Torres, Marcelo J. Villena:
On the empirical performance of different covariance-matrix forecasting methods. Neural Comput. Appl. 36(16): 9503-9524 (2024) - 2019
- Guanping Lu, Jinsong Wu, Robert C. Qiu, Hong Ling:
Analysis on the Empirical Spectral Distribution of Large Sample Covariance Matrix and Applications for Large Antenna Array Processing. IEEE Access 7: 30135-30141 (2019) - Alexander Fabisch:
Empirical evaluation of contextual policy search with a comparison-based surrogate model and active covariance matrix adaptation. GECCO (Companion) 2019: 251-252 - Guanping Lu, Jinsong Wu, Robert C. Qiu:
Analysis on the Empirical Spectral Distribution of Large Sample Covariance Matrix and Applications for Large Antenna Array Processing. CoRR abs/1903.03241 (2019) - 2018
- Alexander Fabisch:
Empirical Evaluation of Contextual Policy Search with a Comparison-based Surrogate Model and Active Covariance Matrix Adaptation. CoRR abs/1810.11491 (2018) - 2015
- Angelo Coluccia:
Regularized Covariance Matrix Estimation via Empirical Bayes. IEEE Signal Process. Lett. 22(11): 2127-2131 (2015) - Gia-Thuy Pham, Philippe Loubaton:
Applications of large empirical spatio-temporal covariance matrix in multipath channels detection. EUSIPCO 2015: 1192-1196 - 2010
- Guangming Pan:
Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix. J. Multivar. Anal. 101(6): 1330-1338 (2010) - Frédéric Pascal, Hugo Harari-Kermadec, Pascal Larzabal:
The Empirical Likelihood method applied to covariance matrix estimation. Signal Process. 90(2): 566-578 (2010) - 2009
- Debashis Paul, Jack W. Silverstein:
No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix. J. Multivar. Anal. 100(1): 37-57 (2009)
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