51 citations · 127 across the 23 of their papers we have counts for
4 papers · 1 filter
A Robust Test for Elliptical Symmetry
Ilya Soloveychik
Most signal processing and statistical applications heavily rely on specific data distribution models. The Gaussian distributions, although being the most common choice, are inadeq…
Joint Covariance Estimation with Mutual Linear Structure
Ilya Soloveychik, Ami Wiesel
We consider the problem of joint estimation of structured covariance matrices. Assuming the structure is unknown, estimation is achieved using heterogeneous training sets. Namely,…
Performance Analysis of Tyler's Covariance Estimator
Ilya Soloveychik, Ami Wiesel
This paper analyzes the performance of Tyler's M-estimator of the scatter matrix in elliptical populations. We focus on the non-asymptotic setting and derive the estimation error b…
Covariance Estimation in Elliptical Models with Convex Structure
Ilya Soloveychik, Ami Wiesel
We address structured covariance estimation in Elliptical distribution. We assume it is a priori known that the covariance belongs to a given convex set, e.g., the set of Toeplitz…