Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference31 articles.
1. Chapter 5: Differential metrics in probability spaces;Amari,1987
2. Rao’s distance measure;Atkinson;Sankhya,1981
3. Positive Definite Matrices;Bhatia,2007
4. Shrinkage algorithms for MMSE covariance estimation;Chen;IEEE Trans. Signal Process.,2010
5. Regularized covariance matrix estimation via empirical Bayes;Coluccia;IEEE Signal Process. Lett.,2015