We study a class of separable sample covariance matrices of the form 𝒬̃1 := Ã1/2 X B̃ X* Ã1/2. Here, Ã and B̃ are positive definite matrices whose spectrums consist of bulk spectrums plus several ...
In multivariate analysis, the covariance matrix associated with a set of variables of interest (namely response variables) commonly contains valuable information about the dataset. When the dimension ...
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