Regularized Robust Estimation of Mean and Covariance Matrix Under Heavy-Tailed Distributions

Ying Sun, Prabhu Babu, Daniel PĂ©rez Palomar. Regularized Robust Estimation of Mean and Covariance Matrix Under Heavy-Tailed Distributions. IEEE Transactions on Signal Processing, 63(12):3096-3109, 2015. [doi]

Abstract

Abstract is missing.