Classification of multivariate non-stationary signals: The SLEX-shrinkage approach-Reference-Cited by-同舟云学术

Classification of multivariate non-stationary signals: The SLEX-shrinkage approach

Published:2010-12 Issue:12 Volume:140 Page:3754-3763
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Böhm Hilmar,Ombao Hernando,von Sachs Rainer,Sanes Jerome

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference21 articles.

1. Böhm, H., 2008. Shrinkage methods for multivariate spectral analysis. Ph.D. Dissertation, Université catholique de Louvain, Institut de statistique.

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4. Entropy based algorithms for best basis selection;Coifman;IEEE Transactions on Information Theory,1992

5. Fitting time series models to nonstationary processes;Dahlhaus;Annals of Statistics,1997

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