598 citations · 1.6k across the 66 of their papers we have counts for
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math.PR2014★ 3 cited
Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals
Romain Couillet, Abla Kammoun, Frédéric Pascal
A central limit theorem for bilinear forms of the type , where are unit norm deterministic vectors and a robust-shrinkag…
math.PR2014★ 1 cited
Robust spiked random matrices and a robust G-MUSIC estimator
Romain Couillet
A class of robust estimators of scatter applied to information-plus-impulsive noise samples is studied, where the sample information matrix is assumed of low rank; this generalizes…
math.PR2014★ 9 cited
Large Dimensional Analysis and Optimization of Robust Shrinkage Covariance Matrix Estimators
Romain Couillet, Matthew R. McKay
This article studies two regularized robust estimators of scatter matrices proposed (and proved to be well defined) in parallel in (Chen et al., 2011) and (Pascal et al., 2013), ba…