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"Large covariance matrix estimation: Bridging shrinkage and tapering ..."

Xiaohui Chen, Z. Jane Wang, Martin J. McKeown (2012)

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DOI: 10.1109/ICASSP.2012.6288303

access: closed

type: Conference or Workshop Paper

metadata version: 2020-05-27

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Xiaohui Chen, Z. Jane Wang, Martin J. McKeown:
Large covariance matrix estimation: Bridging shrinkage and tapering approaches. ICASSP 2012: 2013-2016

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