Random Matrices and ApplicationsStatistical and numerical algorithmsAdvanced Statistical Methods and Models
V. Girko
Abstract
Abstract The consistency of the estimator G 55 {G_{55}} for quadratic forms of the regularized inverse covariance matrix is proven.
Citation format
GIRKO, V. The superheterodyne estimator g 55 and stochastic canonical equation k 100 of MAGIC. g-transform. Random Operators and Stochastic Equations, 2026, 34(1): 81–92.