Expected likelihood approach for low sample support covariance matrix estimation in angular central Gaussian distributions - researchr publication related

researchr

You are not signed in
Sign in
Sign up

Olivier Besson, Yuri I. Abramovich. Expected likelihood approach for low sample support covariance matrix estimation in angular central Gaussian distributions. In 2013 Asilomar Conference on Signals, Systems and Computers, Pacific Grove, CA, USA, November 3-6, 2013. pages 682-686, IEEE, 2013. [doi]

The following publications are possibly variants of this publication:

Expected likelihood approach for covariance matrix estimation: Complex angular central Gaussian caseYuri I. Abramovich, Ben A. Johnson. ieeesam 2012: 317-320 [doi]

Covariance matrix estimation in complex elliptic distributions using the expected likelihood approachYuri I. Abramovich, Olivier Besson. icassp 2013: 6476-6480 [doi]

Expected Likelihood sphericity test distribution for complex angular central Gaussian dataYuri I. Abramovich, Ben A. Johnson, Geoffrey San Antonio. icassp 2017: 4168-4171 [doi]

Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach - Part 2: The Under-Sampled CaseOlivier Besson, Yuri I. Abramovich. tsp, 61(23):5819-5829, 2013. [doi]

Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach - Part 1: The Over-Sampled CaseYuri I. Abramovich, Olivier Besson. tsp, 61(23):5807-5818, 2013. [doi]

On the Expected Likelihood Approach for Assessment of Regularization Covariance MatrixYuri I. Abramovich, Olivier Besson. spl, 22(6):777-781, 2015. [doi]

Expected likelihood approach for determining constraints in covariance estimationBosung Kang, Vishal Monga, Muralidhar Rangaswamy, Yuri I. Abramovich. taes, 52(5):2139-2156, 2016. [doi]

runs on WebDSL