143 citations · 522 across the 25 of their papers we have counts for
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stat.AP2012★ 89 cited
Asymptotic properties of robust complex covariance matrix estimates
Melanie Mahot, Philippe Forster, Frederic Pascal +1
In many statistical signal processing applications, the estimation of nuisance parameters and parameters of interest is strongly linked to the resulting performance. Generally, the…
cs.IT2012★ 52 cited
Robust Estimates of Covariance Matrices in the Large Dimensional Regime
Romain Couillet, Frederic Pascal, Jack W. Silverstein
This article studies the limiting behavior of a class of robust population covariance matrix estimators, originally due to Maronna in 1976, in the regime where both the number of a…