Robust covariance and scatter matrix estimation under Huber’s contamination model

The Annals of Statistics ◽

10.1214/17-aos1607 ◽

2018 ◽

Vol 46 (5) ◽

pp. 1932-1960 ◽

Author(s):

Mengjie Chen ◽

Chao Gao ◽

Zhao Ren

Keyword(s):

Scatter Matrix ◽

Matrix Estimation

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On scatter matrix estimation in the presence of unknown extra parameters: Mismatched scenario

2016 24th European Signal Processing Conference (EUSIPCO) ◽

10.1109/eusipco.2016.7760635 ◽

2016 ◽

Author(s):

Stefano Fortunati ◽

Fulvio Gini ◽

Maria S. Greco

Keyword(s):

Scatter Matrix ◽

Matrix Estimation

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One-Bit Normalized Scatter Matrix Estimation For Complex Elliptically Symmetric Distributions

ICASSP 2020 - 2020 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) ◽

10.1109/icassp40776.2020.9053956 ◽

2020 ◽

Author(s):

Chun-Lin Liu ◽

P. P. Vaidyanathan

Keyword(s):

Symmetric Distributions ◽

Scatter Matrix ◽

Matrix Estimation ◽

Elliptically Symmetric Distributions

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Robust Scatter Matrix Estimation for High Dimensional Distributions with Heavy Tail

IEEE Transactions on Information Theory ◽

10.1109/tit.2021.3088381 ◽

2021 ◽

pp. 1-1

Author(s):

Junwei Lu ◽

Fang Han ◽

Fang Han ◽

Han Liu

Keyword(s):

High Dimensional ◽

Scatter Matrix ◽

Matrix Estimation

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Multivariate location and scatter matrix estimation under cellwise and casewise contamination

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2017.02.007 ◽

2017 ◽

Vol 111 ◽

pp. 59-76 ◽

Author(s):

Andy Leung ◽

Victor Yohai ◽

Ruben Zamar

Keyword(s):

Scatter Matrix ◽

Matrix Estimation ◽

Multivariate Location

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The Misspecified Cramer-Rao Bound and Its Application to Scatter Matrix Estimation in Complex Elliptically Symmetric Distributions

IEEE Transactions on Signal Processing ◽

10.1109/tsp.2016.2526961 ◽

2016 ◽

Vol 64 (9) ◽

pp. 2387-2399 ◽

Author(s):

Stefano Fortunati ◽

Fulvio Gini ◽

Maria S. Greco

Keyword(s):

Symmetric Distributions ◽

Scatter Matrix ◽

Matrix Estimation ◽

Elliptically Symmetric Distributions ◽

Cramer Rao Bound

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The impact of unknown extra parameters on scatter matrix estimation and detection performance in complex t-distributed data

2016 IEEE Statistical Signal Processing Workshop (SSP) ◽

10.1109/ssp.2016.7551738 ◽

2016 ◽

Author(s):

Stefano Fortunati ◽

Maria S. Greco ◽

Fulvio Gini

Keyword(s):

Detection Performance ◽

Distributed Data ◽

Scatter Matrix ◽

Matrix Estimation ◽

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Matched, mismatched, and robust scatter matrix estimation and hypothesis testing in complex t-distributed data

EURASIP Journal on Advances in Signal Processing ◽

10.1186/s13634-016-0417-0 ◽

2016 ◽

Vol 2016 (1) ◽

Author(s):

Stefano Fortunati ◽

Fulvio Gini ◽

Maria S. Greco

Keyword(s):

Hypothesis Testing ◽

Distributed Data ◽

Scatter Matrix ◽

Matrix Estimation

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An Accurate Approach to Large-Scale IP Traffic Matrix Estimation

IEICE Transactions on Communications ◽

10.1587/transcom.e92.b.322 ◽

2009 ◽

Vol E92-B (1) ◽

pp. 322-325 ◽

Author(s):

Dingde JIANG ◽

Guangmin HU

Keyword(s):

Large Scale ◽

Matrix Estimation ◽

Traffic Matrix ◽

Traffic Matrix Estimation

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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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High-Frequency Covariance Matrix Estimation Using Price Durations

SSRN Electronic Journal ◽

10.2139/ssrn.3162514 ◽

2018 ◽

Author(s):

Xiaolu Zhao ◽

Ingmar Nolte ◽

Stephen J. Taylor

Keyword(s):

Covariance Matrix ◽

High Frequency ◽

Covariance Matrix Estimation ◽

Matrix Estimation

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