10 citations · 13 across the 5 of their papers we have counts for
4 papers · 1 filter
Joint Estimation of Location and Scatter in Complex Elliptical Distributions: A robust semiparametric and computationally efficient -estimator of the shape matrix
Stefano Fortunati, Alexandre Renaux, Frédéric Pascal
The joint estimation of the location vector and the shape matrix of a set of independent and identically Complex Elliptically Symmetric (CES) distributed observations is investigat…
Shrinking the eigenvalues of M-estimators of covariance matrix
Esa Ollila, Daniel P. Palomar, Frédéric Pascal
A highly popular regularized (shrinkage) covariance matrix estimator is the shrinkage sample covariance matrix (SCM) which shares the same set of eigenvectors as the SCM but shrink…
M-estimators of scatter with eigenvalue shrinkage
Esa Ollila, Daniel P. Palomar, Frederic Pascal
A popular regularized (shrinkage) covariance estimator is the shrinkage sample covariance matrix (SCM) which shares the same set of eigenvectors as the SCM but shrinks its eigenval…
Robust Model Order Selection in Large Dimensional Elliptically Symmetric Noise
Eugénie Terreaux, Jean-Philippe Ovarlez, Frédéric Pascal
This paper deals with model order selection in context of correlated noise. More precisely, one considers sources embedded in an additive Complex Elliptically Symmetric (CES) noise…