Antieigenvalues provide a bound on realized signal to noise ratio |
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| Authors: | Ravindra Khattree |
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| Institution: | Department of Mathematics and Statistics, Oakland University, Rochester, MI 48309-4485, USA |
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| 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. |
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| Keywords: | Antieigenvalues Realized signal to noise ratio |
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