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Fluctuations of an improved population eigenvalue estimator in sample covariance matrix model

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Submitted on : Friday, September 13, 2019 - 4:03:10 PM
Last modification on : Tuesday, October 19, 2021 - 11:16:12 AM

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Jianfeng Yao, Romain Couillet, J. Najim, Merouane Debbah. Fluctuations of an improved population eigenvalue estimator in sample covariance matrix model. IEEE Transactions on Information Theory, Institute of Electrical and Electronics Engineers, 2013, 59 (2). ⟨hal-02286693⟩

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