Tyler's Covariance Matrix Estimator in Elliptical Models With Convex Structure

Ilya Soloveychik; Ami Wiesel

doi:10.1109/tsp.2014.2348951

Tyler's Covariance Matrix Estimator in Elliptical Models With Convex Structure

IEEE Transactions on Signal Processing ◽

10.1109/tsp.2014.2348951 ◽

2014 ◽

Vol 62 (20) ◽

pp. 5251-5259 ◽

Cited By ~ 23

Author(s):

Ilya Soloveychik ◽

Ami Wiesel

Keyword(s):

Covariance Matrix ◽

Convex Structure ◽

Elliptical Models

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Matrix-variate distribution theory under elliptical models-4: Joint distribution of latent roots of covariance matrix and the largest and smallest latent roots

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2015.12.012 ◽

2016 ◽

Vol 145 ◽

pp. 224-235 ◽

Cited By ~ 1

Author(s):

Francisco J. Caro-Lopera ◽

Graciela González Farías ◽

Narayanaswamy Balakrishnan

Keyword(s):

Covariance Matrix ◽

Joint Distribution ◽

Distribution Theory ◽

Elliptical Models ◽

Latent Roots

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Covariance estimation in elliptical models with convex structure

2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) ◽

10.1109/icassp.2014.6854684 ◽

2014 ◽

Author(s):

Ilya Soloveychik ◽

Ami Wiesel

Keyword(s):

Covariance Estimation ◽

Convex Structure ◽

Elliptical Models

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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 ◽

Cited By ~ 1

Author(s):

L. Kurz ◽

S. Zorn ◽

T.G. Noll

Keyword(s):

Covariance Matrix ◽

Signal Suppression

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Design and Verification of Quartz Resonators with Quasi-convex Structure

IEEJ Transactions on Sensors and Micromachines ◽

10.1541/ieejsmas.134.47 ◽

2014 ◽

Vol 134 (3) ◽

pp. 47-51

Author(s):

Hiroshi Oigawa ◽

Keisuke Hayama ◽

Jing Ji ◽

Satoshi Ikezawa ◽

Toshitsugu Ueda

Keyword(s):

Convex Structure ◽

Quartz Resonators

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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 ◽

Selection Of

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A Cumulative Sum Algorithm for Detecting Changes in the Covariance Matrix of Multidimensional Time Series

Vestnik MEI ◽

10.24160/1993-6982-2020-3-92-101 ◽

2020 ◽

Vol 3 (3) ◽

pp. 92-101

Author(s):

Gennadiy F. Filaretov ◽

◽

Pavel S. Simonenkov ◽

Keyword(s):

Time Series ◽

Covariance Matrix ◽

Cumulative Sum ◽

Multidimensional Time Series

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Faculty Opinions recommendation of A shrinkage approach to large-scale covariance matrix estimation and implications for functional genomics.

Faculty Opinions – Post-Publication Peer Review of the Biomedical Literature ◽

10.3410/f.718350670.793493808 ◽

2014 ◽

Author(s):

Zdeněk Valenta

Keyword(s):

Functional Genomics ◽

Covariance Matrix ◽

Large Scale ◽

Covariance Matrix Estimation ◽

Matrix Estimation ◽

Scale Covariance

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