Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach - Part 2: The Under-Sampled Case

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

@article{BessonA13,
  title = {Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach - Part 2: The Under-Sampled Case},
  author = {Olivier Besson and Yuri I. Abramovich},
  year = {2013},
  doi = {10.1109/TSP.2013.2285511},
  url = {http://dx.doi.org/10.1109/TSP.2013.2285511},
  researchr = {https://researchr.org/publication/BessonA13},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Signal Processing},
  volume = {61},
  number = {23},
  pages = {5819-5829},
}