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Learning a factor model via regularized PCAKAO, Yi-Hao; VAN ROY, Benjamin.Machine learning. 2013, Vol 91, Num 3, pp 279-303, issn 0885-6125, 25 p.Article

A study of regularized Gaussian classifier in high-dimension small sample set case based on MDL principle with application to spectrum recognitionPING GUO; YUNDE JIA; LYU, Michael R et al.Pattern recognition. 2008, Vol 41, Num 9, pp 2842-2854, issn 0031-3203, 13 p.Article

A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio NormsDEMIGUEL, Victor; GARLAPPI, Lorenzo; NOGALES, Francisco J et al.Management science. 2009, Vol 55, Num 5, pp 798-812, issn 0025-1909, 15 p.Article

Bounds for Estimation of Covariance Matrices From Heterogeneous SamplesBESSON, Olivier; BIDON, Stéphanie; TOURNERET, Jean-Yves et al.IEEE transactions on signal processing. 2008, Vol 56, Num 7, pp 3357-3362, issn 1053-587X, 6 p., 2Article

A perceptually motivated approach for speech enhancementYI HU; LOIZOU, Philipos C.IEEE transactions on speech and audio processing. 2003, Vol 11, Num 5, pp 457-465, issn 1063-6676, 9 p.Article

Shrinkage Approach for Spatiotemporal EEG Covariance Matrix EstimationBELTRACHINI, Leandro; ELLENRIEDER, Nicolás Von; HORACIO MURAVCHIK, Carlos et al.IEEE transactions on signal processing. 2013, Vol 61, Num 5-8, pp 1797-1808, issn 1053-587X, 12 p.Article

Eigenvalue Estimation of Parameterized Covariance Matrices of Large Dimensional DataJIANFENG YAO; KAMMOUN, Abla; NAJIM, Jamal et al.IEEE transactions on signal processing. 2012, Vol 60, Num 11, pp 5893-5905, issn 1053-587X, 13 p.Article

Asymptotic Properties of Robust Complex Covariance Matrix EstimatesMAHOT, Mélanie; PASCAL, Frédéric; FORSTER, Philippe et al.IEEE transactions on signal processing. 2013, Vol 61, Num 13-16, pp 3348-3356, issn 1053-587X, 9 p.Article

Knowledge-Aided Covariance Matrix Estimation and Adaptive Detection in Compound-Gaussian NoiseBANDIERA, Francesco; BESSON, Olivier; RICCI, Giuseppe et al.IEEE transactions on signal processing. 2010, Vol 58, Num 10, pp 5391-5396, issn 1053-587X, 6 p.Article

A Bayesian Approach to Adaptive Detection in Nonhomogeneous EnvironmentsBIDON, Stéphanie; BESSON, Olivier; TOURNERET, Jean-Yves et al.IEEE transactions on signal processing. 2008, Vol 56, Num 1, pp 205-217, issn 1053-587X, 13 p.Article

Supply-chain modelling and control under proportional inventory-replenishment policiesPAPANAGNOU, C. I; HALIKIAS, G. D.International journal of systems science. 2008, Vol 39, Num 7, pp 699-711, issn 0020-7721, 13 p.Article

Finite-Sample Linear Filter Optimization in Wireless Communications and Financial SystemsMENGYI ZHANG; RUBIO, Francisco; PALOMAR, Daniel P et al.IEEE transactions on signal processing. 2013, Vol 61, Num 17-20, pp 5014-5025, issn 1053-587X, 12 p.Article

The Empirical Likelihood method applied to covariance matrix estimationPASCAL, Frédéric; HARARI-KERMADEC, Hugo; LARZABAL, Pascal et al.Signal processing. 2010, Vol 90, Num 2, pp 566-578, issn 0165-1684, 13 p.Article

Inference under heteroskedasticity and leveraged dataCRIBARI-NETO, Francisco; SOUZA, Tatiene C; VASCONCELLOS, Klaus L. P et al.Communications in statistics. Theory and methods. 2007, Vol 36, Num -12, pp 1877-1888, issn 0361-0926, 12 p.Article

Maximum Likelihood Estimation of a Structured Covariance Matrix With a Condition Number ConstraintAUBRY, Augusto; DE MAIO, Antonio; PALLOTTA, Luca et al.IEEE transactions on signal processing. 2012, Vol 60, Num 6, pp 3004-3021, issn 1053-587X, 18 p.Article

On Estimation of Covariance Matrices With Kronecker Product StructureWERNER, Karl; JANSSON, Magnus; STOICA, Petre et al.IEEE transactions on signal processing. 2008, Vol 56, Num 2, pp 478-491, issn 1053-587X, 14 p.Article

Estimating MIMO channel covariances from training data under the Kronecker modelWERNER, Karl; JANSSON, Magnus.Signal processing. 2009, Vol 89, Num 1, pp 1-13, issn 0165-1684, 13 p.Article

Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimatorsCRIBARI-NETO, Francisco; FERRARI, Silvia L. P; OLIVEIRA, Waldemar A. S. C et al.Journal of statistical computation and simulation (Print). 2005, Vol 75, Num 8, pp 611-628, issn 0094-9655, 18 p.Article

On the estimation of structured covariance matricesZORZI, Mattia; FERRANTE, Augusto.Automatica (Oxford). 2012, Vol 48, Num 9, pp 2145-2151, issn 0005-1098, 7 p.Article

Parameter Estimation For Multivariate Generalized Gaussian DistributionsPASCAL, Frédéric; BOMBRUN, Lionel; TOURNERET, Jean-Yves et al.IEEE transactions on signal processing. 2013, Vol 61, Num 21-24, pp 5960-5971, issn 1053-587X, 12 p.Article

Dominating estimators for minimum-variance portfoliosFRAHM, Gabriel; MEMMEL, Christoph.Journal of econometrics. 2010, Vol 159, Num 2, pp 289-302, issn 0304-4076, 14 p.Article

Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach—Part 2: The Under-Sampled CaseBESSON, Olivier; ABRAMOVICH, Yuri I.IEEE transactions on signal processing. 2013, Vol 61, Num 21-24, pp 5819-5829, issn 1053-587X, 11 p.Article

Statistical analysis of the covariance matrix MLE in K-distributed clutterPASCAL, Frédéric; RENAUXB, Alexandre.Signal processing. 2010, Vol 90, Num 4, pp 1165-1175, issn 0165-1684, 11 p.Article

Estimation of covariance matrix via the sparse Cholesky factor with lassoCHANG, Changgee; TSAY, Ruey S.Journal of statistical planning and inference. 2010, Vol 140, Num 12, pp 3858-3873, issn 0378-3758, 16 p.Article

Covariance Matrix Estimation with Multi-Regularization Parameters based on MDL PrincipleXIULING ZHOU; PING GUO; CHEN, C. L. Philip et al.Neural processing letters. 2013, Vol 38, Num 2, pp 227-238, issn 1370-4621, 12 p.Article

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