Robust Estimation of Structured Covariance Matrix for Heavy-Tailed Elliptical Distributions

Ying Sun, Prabhu Babu, Daniel PĂ©rez Palomar. Robust Estimation of Structured Covariance Matrix for Heavy-Tailed Elliptical Distributions. IEEE Transactions on Signal Processing, 64(14):3576-3590, 2016. [doi]

Abstract

Abstract is missing.