Multivariate spectral analysis using Cholesky decomposition

By Ming-Shiang Dai, Wensheng Guo. 2004

50 citations recorded by the source corpus.

Subfields: Analytical Chemistry, Statistics and Probability, Signal Processing

View Paper: https://www.semanticscholar.org/paper/0a79b4eb548d08c35acd104bbbfe83f7ac57bbd7

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Analytical Chemistry

1. Mohsen Pourahmadi

In Statistics and Probability

1. Mohsen Pourahmadi
2. Clifford Lam
3. Tommaso Cai
4. Wei Biao Wu
5. Bala Rajaratnam
6. Kshitij Khare
7. Harrison H. Zhou
8. Joshua C. C. Chan

In Signal Processing

1. Mohsen Pourahmadi

Citations in the corpus

• Covariance Estimation: The GLM and Regularization Perspectives (2011, methodology): “It is known (Daniels, 2005) that the Yang and Berger’s (1994) reference prior implies a uniform prior on the orthogonal matrix P and flat improper priors on the logoarithm of the eigenvalues of the covariance matrix.”