• 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