Complex Parameter Rao and Wald Tests for Assessing the Bandedness of a Complex-Valued Covariance Matrix
Banding the inverse of a covariance matrix has become a popular technique for estimating a covariance matrix from a limited number of samples. It is of interest to provide criteria to determine if a matrix is bandable, as well as to test the bandedness of a matrix. In this paper, we pose the bandedn...
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| Format: | Artigo |
| Sprache: | Inglês |
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MDPI AG
2024-01-01
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| Online-Zugang: | https://www.mdpi.com/2624-6120/5/1/1 |
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