46 citations · 62 across the 6 of their papers we have counts for
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stat.ME2020★ 11 cited
Coupled regularized sample covariance matrix estimator for multiple classes
Elias Raninen, Esa Ollila
The estimation of covariance matrices of multiple classes with limited training data is a difficult problem. The sample covariance matrix (SCM) is known to perform poorly when the…
stat.ME2020★ 2 cited
Linear pooling of sample covariance matrices
Elias Raninen, David E. Tyler, Esa Ollila
We consider the problem of estimating high-dimensional covariance matrices of -populations or classes in the setting where the sample sizes are comparable to the data dimension.…
stat.ME2018★ 46 cited
Optimal shrinkage covariance matrix estimation under random sampling from elliptical distributions
Esa Ollila, Elias Raninen
This paper considers the problem of estimating a high-dimensional (HD) covariance matrix when the sample size is smaller, or not much larger, than the dimensionality of the data, w…