Shrinkage of Covariance Matrices for Linear Signal Estimation Using Cross-Validation

Jun Tong, Peter J. Schreier, Qinghua Guo, Sheng Tong, Jiangtao Xi, Yanguang Yu. Shrinkage of Covariance Matrices for Linear Signal Estimation Using Cross-Validation. IEEE Transactions on Signal Processing, 64(11):2965-2975, 2016. [doi]

Abstract

Abstract is missing.