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First- and Second-Order Moments of the Normalized Sample Covariance Matrix of Spherically Invariant Random Vectors

Sébastien Bausson, Frédéric Pascal 0001, Philippe Forster, Jean Philippe Ovarlez, Pascal Larzabal. First- and Second-Order Moments of the Normalized Sample Covariance Matrix of Spherically Invariant Random Vectors. IEEE Signal Process. Lett., 14(6):425-428, 2007. [doi]

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