Related references
Note: Only part of the references are listed.Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation
Mengxi Yi et al.
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS (2021)
Maximum likelihood covariance matrix estimation from two possibly mismatched data sets
Olivier Besson
SIGNAL PROCESSING (2020)
M-ESTIMATORS OF SCATTER WITH EIGENVALUE SHRINKAGE
Esa Ollila et al.
2020 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING (2020)
Invariance Theory for Adaptive Detection in Non-Gaussian Clutter
Mengjiao Tang et al.
IEEE TRANSACTIONS ON SIGNAL PROCESSING (2020)
Loading Factor Estimation Under Affine Constraints on the Covariance Eigenvalues With Application to Radar Target Detection
Antonio De Maio et al.
IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS (2019)
Intrinsic Cramer-Rao Bounds for Scatter and Shape Matrices Estimation in CES Distributions
Arnaud Breloy et al.
IEEE SIGNAL PROCESSING LETTERS (2019)
Optimal Shrinkage Covariance Matrix Estimation Under Random Sampling From Elliptical Distributions
Esa Ollila et al.
IEEE TRANSACTIONS ON SIGNAL PROCESSING (2019)
A Geometric Approach to Covariance Matrix Estimation and its Applications to Radar Problems
Augusto Aubry et al.
IEEE TRANSACTIONS ON SIGNAL PROCESSING (2018)
Estimation of Large Covariance Matrices by Shrinking to Structured Target in Normal and Non-normal Distributions
Jianbo Li et al.
IEEE ACCESS (2018)
Low-Complexity Algorithms for Low Rank Clutter Parameters Estimation in Radar Systems
Ying Sun et al.
IEEE TRANSACTIONS ON SIGNAL PROCESSING (2016)
Regularized Covariance Matrix Estimation via Empirical Bayes
Angelo Coluccia
IEEE SIGNAL PROCESSING LETTERS (2015)
On the Expected Likelihood Approach for Assessment of Regularization Covariance Matrix
Yuri I. Abramovich et al.
IEEE SIGNAL PROCESSING LETTERS (2015)
A Robust Statistics Approach to Minimum Variance Portfolio Optimization
Liusha Yang et al.
IEEE TRANSACTIONS ON SIGNAL PROCESSING (2015)
The random matrix regime of Maronna's M-estimator with elliptically distributed samples
Romain Couillet et al.
JOURNAL OF MULTIVARIATE ANALYSIS (2015)
Regularized Tyler's Scatter Estimator: Existence, Uniqueness, and Algorithms
Ying Sun et al.
IEEE TRANSACTIONS ON SIGNAL PROCESSING (2014)
Regularized M-Estimators of Scatter Matrix
Esa Ollila et al.
IEEE TRANSACTIONS ON SIGNAL PROCESSING (2014)
Generalized Robust Shrinkage Estimator and Its Application to STAP Detection Problem
Frederic Pascal et al.
IEEE TRANSACTIONS ON SIGNAL PROCESSING (2014)
Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators
Romain Couillet et al.
JOURNAL OF MULTIVARIATE ANALYSIS (2014)
Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach-Part 2: The Under-Sampled Case
Olivier Besson et al.
IEEE TRANSACTIONS ON SIGNAL PROCESSING (2013)
Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach-Part 1: The Over-Sampled Case
Yuri I. Abramovich et al.
IEEE TRANSACTIONS ON SIGNAL PROCESSING (2013)
Radar Detection of Distributed Targets in Homogeneous Interference Whose Inverse Covariance Structure is Defined via Unitary Invariant Functions
Augusto Aubry et al.
IEEE TRANSACTIONS ON SIGNAL PROCESSING (2013)
Complex Elliptically Symmetric Distributions: Survey, New Results and Applications
Esa Ollila et al.
IEEE TRANSACTIONS ON SIGNAL PROCESSING (2012)
Robust Shrinkage Estimation of High-Dimensional Covariance Matrices
Yilun Chen et al.
IEEE TRANSACTIONS ON SIGNAL PROCESSING (2011)
Fully Automatic Computation of Diagonal Loading Levels for Robust Adaptive Beamforming
Lin Du et al.
IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS (2010)
Shrinkage Algorithms for MMSE Covariance Estimation
Yilun Chen et al.
IEEE TRANSACTIONS ON SIGNAL PROCESSING (2010)
A note on multivariate location and scatter statistics for sparse data sets
David E. Tyler
STATISTICS & PROBABILITY LETTERS (2010)
Covariance, subspace, and intrinsic Cramer-Rao bounds
ST Smith
IEEE TRANSACTIONS ON SIGNAL PROCESSING (2005)
A well-conditioned estimator for large-dimensional covariance matrices
O Ledoit et al.
JOURNAL OF MULTIVARIATE ANALYSIS (2004)
The affine equivariant sign covariance matrix: asymptotic behavior and efficiencies
E Ollila et al.
JOURNAL OF MULTIVARIATE ANALYSIS (2003)
Share Paper
