A New Estimator of Covariance Matrix via Partial Iwasawa Coordinates

XU Kai

Journal of Systems Science & Complexity ›› 2017, Vol. 30 ›› Issue (5) : 1173-1188.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 2017, Vol. 30 ›› Issue (5) : 1173-1188. DOI: 10.1007/s11424-017-6007-x

A New Estimator of Covariance Matrix via Partial Iwasawa Coordinates

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2017, 30(5): 1173-1188 https://doi.org/10.1007/s11424-017-6007-x

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