Inferring the eigenvalues of covariance matrices from limited, noisy data
| Main Authors: | , |
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| Format: | Journal article |
| Published: |
2000
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| _version_ | 1797101074017943552 |
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| author | Everson, R Roberts, S |
| author_facet | Everson, R Roberts, S |
| author_sort | Everson, R |
| collection | OXFORD |
| description | |
| first_indexed | 2024-03-07T05:46:45Z |
| format | Journal article |
| id | oxford-uuid:e778db22-e8fc-4a8b-86fe-3a816df68c30 |
| institution | University of Oxford |
| last_indexed | 2024-03-07T05:46:45Z |
| publishDate | 2000 |
| record_format | dspace |
| spelling | oxford-uuid:e778db22-e8fc-4a8b-86fe-3a816df68c302022-03-27T10:38:59ZInferring the eigenvalues of covariance matrices from limited, noisy dataJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:e778db22-e8fc-4a8b-86fe-3a816df68c30Symplectic Elements at Oxford2000Everson, RRoberts, S |
| spellingShingle | Everson, R Roberts, S Inferring the eigenvalues of covariance matrices from limited, noisy data |
| title | Inferring the eigenvalues of covariance matrices from limited, noisy data |
| title_full | Inferring the eigenvalues of covariance matrices from limited, noisy data |
| title_fullStr | Inferring the eigenvalues of covariance matrices from limited, noisy data |
| title_full_unstemmed | Inferring the eigenvalues of covariance matrices from limited, noisy data |
| title_short | Inferring the eigenvalues of covariance matrices from limited, noisy data |
| title_sort | inferring the eigenvalues of covariance matrices from limited noisy data |
| work_keys_str_mv | AT eversonr inferringtheeigenvaluesofcovariancematricesfromlimitednoisydata AT robertss inferringtheeigenvaluesofcovariancematricesfromlimitednoisydata |