Improved estimation of a covariance matrix in an elliptically contoured matrix distribution

Journal of Multivariate Analysis ◽

10.1016/s0047-259x(03)00063-0 ◽

2004 ◽

Vol 88 (1) ◽

pp. 131-137 ◽

Author(s):

Pui Lam Leung ◽

Foon Yip Ng

Keyword(s):

Covariance Matrix ◽

Matrix Distribution ◽

Elliptically Contoured

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An identity for multivariate elliptically contoured matrix distribution

Statistics & Probability Letters ◽

10.1016/j.spl.2009.02.003 ◽

2009 ◽

Vol 79 (10) ◽

pp. 1327-1330 ◽

Author(s):

Taras Bodnar ◽

Arjun K. Gupta

Keyword(s):

Matrix Distribution ◽

Elliptically Contoured

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Correction to: Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions

Test ◽

10.1007/s11749-021-00796-6 ◽

2021 ◽

Author(s):

Carlos A. Coelho ◽

Anuradha Roy

Keyword(s):

Covariance Matrix ◽

Elliptically Contoured Distributions ◽

Elliptically Contoured

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Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions

Test ◽

10.1007/s11749-016-0512-4 ◽

2016 ◽

Vol 26 (2) ◽

pp. 308-330 ◽

Author(s):

Carlos A. Coelho ◽

Anuradha Roy

Keyword(s):

Covariance Matrix ◽

Elliptically Contoured Distributions ◽

Elliptically Contoured

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Improving on the sample covariance matrix for a complex elliptically contoured distribution

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2006.09.022 ◽

2007 ◽

Vol 137 (7) ◽

pp. 2475-2486 ◽

Author(s):

Yoshihiko Konno

Keyword(s):

Covariance Matrix ◽

Sample Covariance Matrix ◽

Elliptically Contoured Distribution ◽

Sample Covariance ◽

Elliptically Contoured

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Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2013.10.024 ◽

2014 ◽

Vol 124 ◽

pp. 237-246 ◽

Author(s):

Olivier Besson ◽

Yuri I. Abramovich

Keyword(s):

Covariance Matrix ◽

Likelihood Ratio ◽

Covariance Matrix Estimation ◽

Matrix Estimation ◽

Elliptically Contoured Distributions ◽

Invariance Properties ◽

Elliptically Contoured

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Estimability of parameters of the covariance matrix and variance components

Optimization ◽

10.1080/02331937408842190 ◽

1974 ◽

Vol 5 (3) ◽

pp. 245-248

Author(s):

R. Pincus

Keyword(s):

Covariance Matrix ◽

Variance Components

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Testing and Estimation When a Normal Covariance Matrix Has Intraclass Structure of Arbitrary Order

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917408548385 ◽

1974 ◽

Vol 3 (4) ◽

pp. 343-359

Author(s):

G. S. Rogers ◽

D. L. Young

Keyword(s):

Covariance Matrix ◽

Arbitrary Order

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Some Likelihood Ratio Tests When a Normal Covariance Matrix Has Certain Reducible Linear Structures

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917508548472 ◽

1975 ◽

Vol 4 (6) ◽

pp. 537-554

Author(s):

G. S. Rogers ◽

D. L. Young

Keyword(s):

Covariance Matrix ◽

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Linear Structures

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Spatial Spoofing Signal Suppression Using the Constellation Covariance Matrix

Proceedings of the 29th International Technical Meeting of The Satellite Division of the Institute of Navigation (ION GNSS+ 2016) ◽

10.33012/2016.14783 ◽

2016 ◽

Author(s):

L. Kurz ◽

S. Zorn ◽

T.G. Noll

Keyword(s):

Covariance Matrix ◽

Signal Suppression

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SPATIAL SELECTION OF WIDE-BAND SOURCES BY COVARIANCE MATRIX EIGENVALUES

Telecommunications and Radio Engineering ◽

10.1615/telecomradeng.v73.i9.40 ◽

2014 ◽

Vol 73 (9) ◽

pp. 793-801

Author(s):

O. V. Sytnik ◽

V. M. Kartashov ◽

A.A. Suprun

Keyword(s):

Covariance Matrix ◽

Wide Band ◽

Spatial Selection ◽

Matrix Eigenvalues ◽

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