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Inferring the eigenvalues of covariance matrices from limited, noisy data

Publication status:: Published

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APA Style

Everson, R., & Roberts, S. (2000). Inferring the eigenvalues of covariance matrices from limited, noisy data. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 48(7), 2083–2091.

MLA Style

Everson, R., and S. Roberts. “Inferring the Eigenvalues of Covariance Matrices from Limited, Noisy Data.” IEEE TRANSACTIONS ON SIGNAL PROCESSING, vol. 48, no. 7, 2000, pp. 2083–91.

Chicago Style

Everson, R, and S Roberts. 2000. “Inferring the Eigenvalues of Covariance Matrices from Limited, Noisy Data.” IEEE TRANSACTIONS ON SIGNAL PROCESSING 48 (7): 2083–91.
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Publisher copy:: 10.1109/78.847792

Authors

+ Everson, R More by this author

Role:: Author

+ Roberts, S More by this author

Role:: Author

Journal:: IEEE TRANSACTIONS ON SIGNAL PROCESSING More from this journal
Volume:: 48
Issue:: 7
Pages:: 2083-2091
Publication date:: 2000-07-01
DOI:: 10.1109/78.847792
ISSN:: 1053-587X

Keywords:: eigenvalue spectrum

model order selection

sample covariance

Bayesian evidence
Pubs id:: pubs:318894
UUID:: uuid:e778db22-e8fc-4a8b-86fe-3a816df68c30
Local pid:: pubs:318894
Source identifiers:: 318894
Deposit date:: 2013-11-17

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Copyright date:: 2000

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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