A Monte Carlo synthetic sample based performance evaluation method for covariance matrix estimators

Jin Yuan and Xianghui Yuan

Year of publication:	2021
Authors:	Yuan, Jin ; Yuan, Xianghui
Subject:	covariance matrix \| estimators \| performance evaluation \| Synthetic sample \| Schätztheorie \| Estimation theory \| Stichprobenerhebung \| Sampling \| Korrelation \| Correlation \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Performance-Messung \| Performance measurement

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