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"Robust Shrinkage Estimation of High-Dimensional Covariance Matrices."

Yilun Chen, Ami Wiesel, Alfred O. Hero III (2011)

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DOI: 10.1109/TSP.2011.2138698

access: closed

type: Journal Article

metadata version: 2020-03-10

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Yilun Chen, Ami Wiesel, Alfred O. Hero III:
Robust Shrinkage Estimation of High-Dimensional Covariance Matrices. IEEE Trans. Signal Process. 59(9): 4097-4107 (2011)

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