Cramér-Rao Lower Bounds on Covariance Matrix Estimation for Complex Elliptically Symmetric Distributions

Maria Greco, Fulvio Gini. Cramér-Rao Lower Bounds on Covariance Matrix Estimation for Complex Elliptically Symmetric Distributions. IEEE Transactions on Signal Processing, 61(24):6401-6409, 2013. [doi]

@article{GrecoG13,
  title = {Cramér-Rao Lower Bounds on Covariance Matrix Estimation for Complex Elliptically Symmetric Distributions},
  author = {Maria Greco and Fulvio Gini},
  year = {2013},
  doi = {10.1109/TSP.2013.2286114},
  url = {http://dx.doi.org/10.1109/TSP.2013.2286114},
  researchr = {https://researchr.org/publication/GrecoG13},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Signal Processing},
  volume = {61},
  number = {24},
  pages = {6401-6409},
}