121 citations · 319 across the 18 of their papers we have counts for
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Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
David Morales-Jimenez, Iain M. Johnstone, Matthew R. McKay +1
Sample correlation matrices are employed ubiquitously in statistics. However, quite surprisingly, little is known about their asymptotic spectral properties for high-dimensional da…
Large-dimensional behavior of regularized Maronna's M-estimators of covariance matrices
Nicolas Auguin, David Morales-Jimenez, Matthew R. McKay +1
Robust estimators of large covariance matrices are considered, comprising regularized (linear shrinkage) modifications of Maronna's classical M-estimators. These estimators provide…
Large Dimensional Analysis of Robust M-Estimators of Covariance with Outliers
David Morales-Jimenez, Romain Couillet, Matthew R. McKay
A large dimensional characterization of robust M-estimators of covariance (or scatter) is provided under the assumption that the dataset comprises independent (essentially Gaussian…
Analysis and Design of Multiple-Antenna Cognitive Radios with Multiple Primary User Signals
David Morales-Jimenez, Raymond H. Y. Louie, Matthew R. McKay +1
We consider multiple-antenna signal detection of primary user transmission signals by a secondary user receiver in cognitive radio networks. The optimal detector is analyzed for th…