{"date_updated":"2023-01-30T12:00:58Z","intvolume":"        64","issue":"11","page":"2965–2975","publication":"{IEEE} {T}rans.\\ {S}ignal\\ {P}rocess.","title":"Shrinkage of covariance matrices for linear signal estimation using cross-validation","year":"2016","author":[{"full_name":"Tong, Jun","last_name":"Tong","first_name":"Jun"},{"last_name":"Schreier","full_name":"Schreier, Peter J.","first_name":"Peter J."},{"full_name":"Guo, Qinghua","last_name":"Guo","first_name":"Qinghua"},{"last_name":"Tong","full_name":"Tong, S.","first_name":"S."},{"full_name":"Xi, Jiangtao","last_name":"Xi","first_name":"Jiangtao"},{"first_name":"Y.","last_name":"Yu","full_name":"Yu, Y."}],"user_id":"43497","date_created":"2023-01-30T11:51:43Z","_id":"40724","status":"public","department":[{"_id":"263"}],"volume":64,"type":"journal_article","citation":{"ama":"Tong J, Schreier PJ, Guo Q, Tong S, Xi J, Yu Y. Shrinkage of covariance matrices for linear signal estimation using cross-validation. <i>{IEEE} {T}rans\\ {S}ignal\\ {P}rocess</i>. 2016;64(11):2965–2975.","bibtex":"@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} }","ieee":"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,” <i>{IEEE} {T}rans.\\ {S}ignal\\ {P}rocess.</i>, vol. 64, no. 11, pp. 2965–2975, 2016.","short":"J. Tong, P.J. Schreier, Q. Guo, S. Tong, J. Xi, Y. Yu, {IEEE} {T}rans.\\ {S}ignal\\ {P}rocess. 64 (2016) 2965–2975.","apa":"Tong, J., Schreier, P. J., Guo, Q., Tong, S., Xi, J., &#38; Yu, Y. (2016). Shrinkage of covariance matrices for linear signal estimation using cross-validation. <i>{IEEE} {T}rans.\\ {S}ignal\\ {P}rocess.</i>, <i>64</i>(11), 2965–2975.","mla":"Tong, Jun, et al. “Shrinkage of Covariance Matrices for Linear Signal Estimation Using Cross-Validation.” <i>{IEEE} {T}rans.\\ {S}ignal\\ {P}rocess.</i>, vol. 64, no. 11, 2016, pp. 2965–2975.","chicago":"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.” <i>{IEEE} {T}rans.\\ {S}ignal\\ {P}rocess.</i> 64, no. 11 (2016): 2965–2975."}}