Covariance Estimation in High Dimensions Via Kronecker Product Expansions

Theodoros Tsiligkaridis, Alfred O. Hero III. Covariance Estimation in High Dimensions Via Kronecker Product Expansions. IEEE Transactions on Signal Processing, 61(21):5347-5360, 2013. [doi]

@article{TsiligkaridisH13-0,
  title = {Covariance Estimation in High Dimensions Via Kronecker Product Expansions},
  author = {Theodoros Tsiligkaridis and Alfred O. Hero III},
  year = {2013},
  doi = {10.1109/TSP.2013.2279355},
  url = {http://dx.doi.org/10.1109/TSP.2013.2279355},
  researchr = {https://researchr.org/publication/TsiligkaridisH13-0},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Signal Processing},
  volume = {61},
  number = {21},
  pages = {5347-5360},
}