Shrinkage of covariance matrices for linear signal estimation using cross-validation
J. Tong, P.J. Schreier, Q. Guo, S. Tong, J. Xi, Y. Yu, {IEEE} {T}rans.\ {S}ignal\ {P}rocess. 64 (2016) 2965–2975.
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Journal Article
Author
Tong, Jun;
Schreier, Peter J.;
Guo, Qinghua;
Tong, S.;
Xi, Jiangtao;
Yu, Y.
Department
Publishing Year
Journal Title
{IEEE} {T}rans.\ {S}ignal\ {P}rocess.
Volume
64
Issue
11
Page
2965–2975
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Cite this
Tong J, Schreier PJ, Guo Q, Tong S, Xi J, Yu Y. Shrinkage of covariance matrices for linear signal estimation using cross-validation. {IEEE} {T}rans\ {S}ignal\ {P}rocess. 2016;64(11):2965–2975.
Tong, J., Schreier, P. J., Guo, Q., Tong, S., Xi, J., & Yu, Y. (2016). Shrinkage of covariance matrices for linear signal estimation using cross-validation. {IEEE} {T}rans.\ {S}ignal\ {P}rocess., 64(11), 2965–2975.
@article{Tong_Schreier_Guo_Tong_Xi_Yu_2016, title={Shrinkage of covariance matrices for linear signal estimation using cross-validation}, volume={64}, number={11}, journal={{IEEE} {T}rans.\ {S}ignal\ {P}rocess.}, author={Tong, Jun and Schreier, Peter J. and Guo, Qinghua and Tong, S. and Xi, Jiangtao and Yu, Y.}, year={2016}, pages={2965–2975} }
Tong, Jun, Peter J. Schreier, Qinghua Guo, S. Tong, Jiangtao Xi, and Y. Yu. “Shrinkage of Covariance Matrices for Linear Signal Estimation Using Cross-Validation.” {IEEE} {T}rans.\ {S}ignal\ {P}rocess. 64, no. 11 (2016): 2965–2975.
J. Tong, P. J. Schreier, Q. Guo, S. Tong, J. Xi, and Y. Yu, “Shrinkage of covariance matrices for linear signal estimation using cross-validation,” {IEEE} {T}rans.\ {S}ignal\ {P}rocess., vol. 64, no. 11, pp. 2965–2975, 2016.
Tong, Jun, et al. “Shrinkage of Covariance Matrices for Linear Signal Estimation Using Cross-Validation.” {IEEE} {T}rans.\ {S}ignal\ {P}rocess., vol. 64, no. 11, 2016, pp. 2965–2975.
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