13 citations · 22 across the 17 of their papers we have counts for
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stat.ME2021
Regularized tapered sample covariance matrix
Esa Ollila, Arnaud Breloy
Covariance matrix tapers have a long history in signal processing and related fields. Examples of applications include autoregressive models (promoting a banded structure) or beamf…
stat.ME2021
Robust low-rank covariance matrix estimation with a general pattern of missing values
Alexandre Hippert-Ferrer, Mohammed Nabil El Korso, Arnaud Breloy +1
This paper tackles the problem of robust covariance matrix estimation when the data is incomplete. Classical statistical estimation methodologies are usually built upon the Gaussia…