"Random Matrix Derived Shrinkage of Spectral Precision Matrices."

Andrew T. Walden, Deborah Schneider-Luftman (2015)

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DOI: 10.1109/TSP.2015.2443726

access: closed

type: Journal Article

metadata version: 2020-10-26

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Andrew T. Walden, Deborah Schneider-Luftman:
Random Matrix Derived Shrinkage of Spectral Precision Matrices. IEEE Trans. Signal Process. 63(17): 4689-4699 (2015)

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