Title of article
Antieigenvalues provide a bound on realized signal to noise ratio
Author/Authors
Khattree، نويسنده , , Ravindra، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2010
Pages
3
From page
2846
To page
2848
Abstract
We provide a lower bound on realized signal to noise ratio in terms of generalized antieigenvalue. This result shows that there exists a minimum for the loss in discrimination efficiency when an estimate of the covariance matrix is used.
Keywords
Realized signal to noise ratio , Antieigenvalues
Journal title
Journal of Statistical Planning and Inference
Serial Year
2010
Journal title
Journal of Statistical Planning and Inference
Record number
2220904
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