Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach—Part 2: The Under-Sampled Case

DOI10.1109/TSP.2013.2285511zbMath1394.94817OpenAlexW3004366399MaRDI QIDQ4578829

Olivier Besson, Yuri I. Abramovich

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2013.2285511

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13) Sampling theory in information and communication theory (94A20)

Related Items (3)

Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions ⋮ Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals ⋮ Improved shrinkage estimator of large-dimensional covariance matrix under the complex Gaussian distribution

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