Generalized Robust Shrinkage Estimator and Its Application to STAP Detection Problem

DOI10.1109/TSP.2014.2355779zbMath1394.94773arXiv1311.6567OpenAlexW1974640819MaRDI QIDQ4579543

Frédéric P. Pascal, Yihui Quek, Yacine Chitour

Publication date: 22 August 2018

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

Full work available at URL: https://arxiv.org/abs/1311.6567

Mathematics Subject Classification ID

Detection theory in information and communication theory (94A13)

Related Items (6)

Improving portfolios global performance using a cleaned and robust covariance matrix estimate ⋮ Robust sparse covariance estimation by thresholding Tyler's M-estimator ⋮ Robust Shape Matrix Estimation for High-Dimensional Compositional Data with Application to Microbial Inter-Taxa Analysis ⋮ Tyler's and Maronna's M-estimators: non-asymptotic concentration results ⋮ Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals ⋮ Principal regression for high dimensional covariance matrices

This page was built for publication: Generalized Robust Shrinkage Estimator and Its Application to STAP Detection Problem