Xiaohui Chen, Z. Jane Wang, Martin J. McKeown. Shrinkage-to-Tapering Estimation of Large Covariance Matrices. IEEE Transactions on Signal Processing, 60(11):5640-5656, 2012. [doi]
@article{ChenWM12-2,
title = {Shrinkage-to-Tapering Estimation of Large Covariance Matrices},
author = {Xiaohui Chen and Z. Jane Wang and Martin J. McKeown},
year = {2012},
doi = {10.1109/TSP.2012.2210546},
url = {http://dx.doi.org/10.1109/TSP.2012.2210546},
researchr = {https://researchr.org/publication/ChenWM12-2},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Signal Processing},
volume = {60},
number = {11},
pages = {5640-5656},
}