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"Low-Rank Covariance Matrix Estimation for Factor Analysis in Anisotropic ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Petre Stoica, Prabhu Babu (2023)

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DOI: 10.1109/TSP.2023.3273116

access: closed

type: Journal Article

metadata version: 2023-06-02

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Petre Stoica, Prabhu Babu:
Low-Rank Covariance Matrix Estimation for Factor Analysis in Anisotropic Noise: Application to Array Processing and Portfolio Selection. IEEE Trans. Signal Process. 71: 1699-1711 (2023)

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