Shrinking the eigenvalues of M-estimators of covariance matrix

DOI10.1109/TSP.2020.3043952MaRDI QIDQ5103285

Esa Ollila, Frédéric P. Pascal, Daniel P. Palomar

Publication date: 23 September 2022

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

Full work available at URL: https://arxiv.org/abs/2006.10005

Mathematics Subject Classification ID

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

Related Items (2)

Widely linear complex-valued least mean M-estimate algorithms: design and performance analysis ⋮ Tyler's and Maronna's M-estimators: non-asymptotic concentration results

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