2 citations · 3 across the 3 of their papers we have counts for
3 papers
math.ST2016
Regularized maximum likelihood estimation of covariance matrices of elliptical distributions
Christophe Culan, Claude Adnet
The maximum likelihood principle is widely used in statistics, and the associated estimators often display good properties. indeed maximum likelihood estimators are guaranteed to b…
math.ST2016★ 1 cited
Partial estimators and application to covariance estimation of gaussian and elliptical distributions
Christophe Culan, Claude Adnet
Robustness to outliers is often a desirable property of statistical estimators. Indeed many well known estimators offer very good optimal performance in theory but are unusable in…
math.ST2016★ 2 cited
Maximum likelihood estimation of covariances of elliptically symmetric distributions
Christophe Culan, Claude Adnet
Elliptically symmetric distributions are widely used in portfolio modeling, as well as in signal processing applications for modeling impulsive background noises. Of particular int…