Regularized Robust Estimation of Mean and Covariance Matrix Under Heavy-Tailed Distributions

DOI10.1109/TSP.2015.2417513zbMath1394.94570MaRDI QIDQ4580624

Prabhu Babu, Ying Sun, Daniel P. Palomar

Publication date: 22 August 2018

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

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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