Covariance Matrix Estimation With Heterogeneous Samples

DOI10.1109/TSP.2007.908995MaRDI QIDQ4567704zbMATH OpenFDO

Authors Olivier Besson, Stéphanie Bidon, Jean-Yves Tourneret

Publication date 27 June 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Sampling theory in information and communication theory (94A20)

Cited in

(7)

• Unified Analysis of Periodization-Based Sampling Methods for Matérn Covariances
• Robust approaches to remote calibration of a transmitting array
• Sample size determination in estimating a covariance matrix
• Sample covariance matrix for random vectors with heavy tails
• Sample Covariance Matrices of Heavy-Tailed Distributions
• Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
• Estimation of Covariance Matrices in Unbalanced Random and Mixed Multivariate Models

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