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"Shrinking the Eigenvalues of M-Estimators of Covariance Matrix."
Esa Ollila, Daniel P. Palomar, Frédéric Pascal (2021)
- Esa Ollila
, Daniel P. Palomar
, Frédéric Pascal:
Shrinking the Eigenvalues of M-Estimators of Covariance Matrix. IEEE Trans. Signal Process. 69: 256-269 (2021)
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