Consider two p-variate populations, not necessarily Gaussian, with covariance matrices Σ₁ and Σ₂, respectively. Let S₁ and S₂ be the corresponding sample covariance matrices with degrees of freedom m ...
Abstract: By making good use of the correlation information between the data via the covariance matrix, a matrix constant false alarm detector based on geometric measures is effective for detecting ...
This paper is aimed at deriving the universality of the largest eigenvalue of a class of high-dimensional real or complex sample covariance matrices of the form WN = Σ½ XX*Σ½. Here, X = (xij) M, N is ...
Creative Commons (CC): This is a Creative Commons license. Attribution (BY): Credit must be given to the creator. We present an efficient two-level strategy to accelerate the solution of the CASSCF ...
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