5 citations · 5 across the 1 of their papers we have counts for
3 papers
A Riemannian Framework for Low-Rank Structured Elliptical Models
Florent Bouchard, Arnaud Breloy, Guillaume Ginolhac +2
This paper proposes an original Riemmanian geometry for low-rank structured elliptical models, i.e., when samples are elliptically distributed with a covariance matrix that has a l…
Asymptotic Performance of Complex M-estimators for Multivariate Location and Scatter Estimation
Bruno Mériaux, Chengfang Ren, Mohammed Nabil El Korso +2
The joint estimation of means and scatter matrices is often a core problem in multivariate analysis. In order to overcome robustness issues, such as outliers from Gaussian assumpti…
On the asymptotics of Maronna's robust PCA
Gordana Draskovic, Arnaud Breloy, Frederic Pascal
The eigenvalue decomposition (EVD) parameters of the second order statistics are ubiquitous in statistical analysis and signal processing. Notably, the EVD of robust scatter -es…