Random matrix-improved estimation of covariance matrix distances

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https://hal.archives-ouvertes.fr/hal-02355223
Contributor : Malik Tiomoko <>
Submitted on : Friday, November 8, 2019 - 10:45:07 AM
Last modification on : Sunday, November 10, 2019 - 1:16:24 AM

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Romain Couillet, Malik Tiomoko, Steeve Zozor, Eric Moisan. Random matrix-improved estimation of covariance matrix distances. Journal of Multivariate Analysis, Elsevier, 2019, 174, pp.104531. ⟨10.1016/j.jmva.2019.06.009⟩. ⟨hal-02355223⟩

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