Shrinkage algorithms for MMSE covariance estimation

Keyphrases

• Oracle 100%
• Minimum Mean Square Error 100%
• Shrinkage Estimator 100%
• Error Covariance Estimation 100%
• Shrinkage Algorithm 100%
• Wolf Method 66%
• Numerical Simulation 33%
• Iterative Approach 33%
• Estimation Error 33%
• Closed-form Expression 33%
• Shrinkage Methods 33%
• Large p Small n 33%
• High-dimensional Problems 33%
• Small Size Sample 33%
• Iterative Methods 33%
• Covariance Estimation 33%
• Blackwell's Theorem 33%
• Gaussian Sample 33%
• Mean Squared Error 33%
• Sufficient Statistics 33%
• Gaussian Variable 33%
• Wolf 33%
• Clairvoyance 33%
• Adaptive Beamforming 33%

Mathematics

• Gaussian Distribution 100%
• Squared Error 100%
• Error Covariance 100%
• Shrinkage Estimator 100%
• Dominates 66%
• Approximates 33%
• Numerical Simulation 33%
• Covariance 33%
• Closed Form 33%
• Dimensional Problem 33%
• Shrinkage Approach 33%
• Rao-Blackwell Theorem 33%
• Sufficient Statistic 33%
• Iterative Method 33%