Performance Analysis of Tyler's Covariance Estimator

DOI10.1109/TSP.2014.2376911zbMath1394.94549arXiv1401.6926MaRDI QIDQ4579693

Ami Wiesel, Ilya Soloveychik

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/1401.6926

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (2)

Gaussian and robust Kronecker product covariance estimation: existence and uniqueness ⋮ Tyler's and Maronna's M-estimators: non-asymptotic concentration results

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