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]

Authors

Jun Tong

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Peter J. Schreier

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Qinghua Guo

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Sheng Tong

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Jiangtao Xi

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Yanguang Yu

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