Cart
Create Account
Sign In
Already purchased this program?
Login to View
This video program is a part of the Premium package:
M-Estimators Of Scatter With Eigenvalue Shrinkage
- IEEE MemberUS $11.00
- Society MemberUS $0.00
- IEEE Student MemberUS $11.00
- Non-IEEE MemberUS $15.00
M-Estimators Of Scatter With Eigenvalue Shrinkage
A popular regularized (shrinkage) covariance estimator is the shrinkage sample covariance matrix (SCM) which shares the same set of eigenvectors as the SCM but shrinks its eigenvalues toward its grand mean. In this paper, a more general approach is consid
A popular regularized (shrinkage) covariance estimator is the shrinkage sample covariance matrix (SCM) which shares the same set of eigenvectors as the SCM but shrinks its eigenvalues toward its grand mean. In this paper, a more general approach is consid
Next Up
00:28:33
