Complex Elliptically Symmetric Distributions: Survey, New Results and Applications
From MaRDI portal
Publication:4574097
DOI10.1109/TSP.2012.2212433zbMath1393.94384MaRDI QIDQ4574097
H. Vincent Poor, Visa Koivunen, Esa Ollila, David E. Tyler
Publication date: 18 July 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tsp.2012.2212433
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
Related Items
Conic Geometric Optimization on the Manifold of Positive Definite Matrices, Tyler's and Maronna's M-estimators: non-asymptotic concentration results, Group invariance of information geometry on \(q\)-Gaussian distributions induced by beta-divergence, Gaussian and robust Kronecker product covariance estimation: existence and uniqueness, Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions, Blind separation of noncircular sources via approximate joint diagonalization of augmented charrelation matrices, Two-dimensional robust source localization under non-Gaussian noise, Inference and mixture modeling with the elliptical Gamma distribution, Improving portfolios global performance using a cleaned and robust covariance matrix estimate, Tests for circular symmetry of complex-valued random vectors, IVA using complex multivariate GGD: application to fMRI analysis, The random matrix regime of Maronna's M-estimator with elliptically distributed samples, Geometric Optimization in Machine Learning