143 citations · 522 across the 25 of their papers we have counts for
Showing 2013Show all
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math.PR2013★ 5 cited
The Random Matrix Regime of Maronna's M-estimator with elliptically distributed samples
Romain Couillet, Frédéric Pascal, Jack W. Silverstein
This article demonstrates that the robust scatter matrix estimator of a multivariate elliptical population …
stat.AP2013★ 128 cited
Generalized robust shrinkage estimator and its application to STAP detection problem
Frederic Pascal, Yacine Chitour, Yihui Quek
Recently, in the context of covariance matrix estimation, in order to improve as well as to regularize the performance of the Tyler's estimator [1] also called the Fixed-Point Esti…
stat.AP2013★ 143 cited
Parameter Estimation For Multivariate Generalized Gaussian Distributions
F. Pascal, L. Bombrun, J. Y. Tourneret +1
Due to its heavy-tailed and fully parametric form, the multivariate generalized Gaussian distribution (MGGD) has been receiving much attention for modeling extreme events in signal…