Antieigenvalues provide a bound on realized signal to noise ratio

作者：Khattree Ravindra^*

来源：Journal of Statistical Planning and Inference, 2010, 140(10): 2846-2848.

DOI：10.1016/j.jspi.2010.03.007

• Antieigenvalues
• Realized signal to noise ratio

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.

• 出版日期2010-10