research
∙
08/18/2021
On the variability of the sample covariance matrix under complex elliptical distributions
We derive the variance-covariance matrix of the sample covariance matrix...
share
research
∙
11/09/2020
Coupled regularized sample covariance matrix estimator for multiple classes
The estimation of covariance matrices of multiple classes with limited t...
research
∙
08/13/2020
Linear pooling of sample covariance matrices
We consider covariance matrix estimation in a setting, where there are m...
research
∙
08/30/2018