R-NL: covariance matrix estimation for elliptical distributions based on nonlinear shrinkage

DOI10.1109/TSP.2023.3270742MaRDI QIDQ6603527zbMATH OpenFDO

Authors Simon Hediger, Jeffrey Näf, Michael Wolf

Publication date 12 September 2024

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

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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