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

DOI10.1109/TSP.2023.3270742zbMATH Open1548.62128MaRDI QIDQ6603527FDOQ6603527

Michael Wolf, Jeffrey Näf, Simon Hediger

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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