✦ LIBER ✦

Optimality Claims for the FML Covariance Estimator with respect to Two Matrix Norms

✍ Scribed by Aubry, A.; De Maio, A.; Carotenuto, V.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Matrix corrections minimal with respect

✍ V. I. Erokhin; A. S. Krasnikov; M. N. Khvostov 📂 Article 📅 2012 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 172 KB

Some a priori error estimates with respe

✍ G. Tsamasphyros; S. Markolefas 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 171 KB

The Optimal Order for the p-th Moment of

✍ Marius Junge 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 344 KB

Optimization of algorithms for calculati

✍ V.V. Ryazanov 📂 Article 📅 1976 🏛 Elsevier Science ⚖ 753 KB

The Distribution of the Covariance Matri

✍ H.S. Steyn 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 314 KB

Maximum likelihood estimation of the joi

✍ Dorothy T. Thayer 📂 Article 📅 1983 🏛 Springer 🌐 English ⚖ 330 KB