Ying Sun, Prabhu Babu, Daniel Pérez Palomar. Regularized robust estimation of mean and covariance matrix under heavy tails and outliers. In IEEE 8th Sensor Array and Multichannel Signal Processing Workshop, SAM 2014, A Coruna, Spain, June 22-25, 2014. pages 125-128, IEEE, 2014. [doi]
Abstract is missing.