Ying Sun, Prabhu Babu, Daniel Pérez Palomar. Regularized Robust Estimation of Mean and Covariance Matrix Under Heavy-Tailed Distributions. IEEE Transactions on Signal Processing, 63(12):3096-3109, 2015. [doi]
@article{SunBP15,
title = {Regularized Robust Estimation of Mean and Covariance Matrix Under Heavy-Tailed Distributions},
author = {Ying Sun and Prabhu Babu and Daniel Pérez Palomar},
year = {2015},
doi = {10.1109/TSP.2015.2417513},
url = {http://doi.ieeecomputersociety.org/10.1109/TSP.2015.2417513},
researchr = {https://researchr.org/publication/SunBP15},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Signal Processing},
volume = {63},
number = {12},
pages = {3096-3109},
}