Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals
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Publication:900808
DOI10.1016/j.jmva.2015.08.021zbMath1328.62332arXiv1410.0817OpenAlexW1873145308MaRDI QIDQ900808
Romain Couillet, Abla Kammoun, Frédéric P. Pascal
Publication date: 23 December 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.0817
Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Central limit and other weak theorems (60F05)
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