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]

@article{Bausson0FOL07,
  title = {First- and Second-Order Moments of the Normalized Sample Covariance Matrix of Spherically Invariant Random Vectors},
  author = {Sébastien Bausson and Frédéric Pascal 0001 and Philippe Forster and Jean Philippe Ovarlez and Pascal Larzabal},
  year = {2007},
  doi = {10.1109/LSP.2006.888400},
  url = {http://dx.doi.org/10.1109/LSP.2006.888400},
  researchr = {https://researchr.org/publication/Bausson0FOL07},
  cites = {0},
  citedby = {0},
  journal = {IEEE Signal Process. Lett.},
  volume = {14},
  number = {6},
  pages = {425-428},
}