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)

Full work available at URL https://doi.org/10.1109/TSP.2007.908995

Mathematics Subject Classification ID

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

Cited in

(8)

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

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