The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions

A. F. Magyar; D. E. Tyler

doi:10.1093/biomet/asu020

The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions

Biometrika ◽

10.1093/biomet/asu020 ◽

2014 ◽

Vol 101 (3) ◽

pp. 673-688 ◽

Cited By ~ 5

Author(s):

A. F. Magyar ◽

D. E. Tyler

Keyword(s):

Covariance Matrix ◽

Symmetric Distributions ◽

Elliptically Symmetric Distributions

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Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach— Part 1: The Over-Sampled Case

IEEE Transactions on Signal Processing ◽

10.1109/tsp.2013.2272924 ◽

2013 ◽

Vol 61 (23) ◽

pp. 5807-5818 ◽

Cited By ~ 38

Author(s):

Yuri I. Abramovich ◽

Olivier Besson

Keyword(s):

Covariance Matrix ◽

Covariance Matrix Estimation ◽

Symmetric Distributions ◽

Matrix Estimation ◽

Elliptically Symmetric Distributions ◽

Likelihood Approach

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Maximum likelihood covariance matrix estimation for complex elliptically symmetric distributions under mismatched conditions

Signal Processing ◽

10.1016/j.sigpro.2014.04.002 ◽

2014 ◽

Vol 104 ◽

pp. 381-386 ◽

Cited By ~ 15

Author(s):

Maria Greco ◽

Stefano Fortunati ◽

Fulvio Gini

Keyword(s):

Maximum Likelihood ◽

Covariance Matrix ◽

Covariance Matrix Estimation ◽

Symmetric Distributions ◽

Matrix Estimation ◽

Elliptically Symmetric Distributions

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Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix

Journal of Multivariate Analysis ◽

10.1016/s0047-259x(02)00023-4 ◽

2003 ◽

Vol 85 (1) ◽

pp. 24-39 ◽

Cited By ~ 20

Author(s):

Dominique Fourdrinier ◽

William E. Strawderman ◽

Martin T. Wells

Keyword(s):

Covariance Matrix ◽

Shrinkage Estimation ◽

Symmetric Distributions ◽

Elliptically Symmetric Distributions ◽

Unknown Covariance ◽

Unknown Covariance Matrix

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Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach—Part 2: The Under-Sampled Case

IEEE Transactions on Signal Processing ◽

10.1109/tsp.2013.2285511 ◽

2013 ◽

Vol 61 (23) ◽

pp. 5819-5829 ◽

Cited By ~ 30

Author(s):

Olivier Besson ◽

Yuri I. Abramovich

Keyword(s):

Covariance Matrix ◽

Covariance Matrix Estimation ◽

Symmetric Distributions ◽

Matrix Estimation ◽

Elliptically Symmetric Distributions ◽

Likelihood Approach

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Cramér-Rao Lower Bounds on Covariance Matrix Estimation for Complex Elliptically Symmetric Distributions

IEEE Transactions on Signal Processing ◽

10.1109/tsp.2013.2286114 ◽

2013 ◽

Vol 61 (24) ◽

pp. 6401-6409 ◽

Cited By ~ 22

Author(s):

Maria Greco ◽

Fulvio Gini

Keyword(s):

Covariance Matrix ◽

Lower Bounds ◽

Covariance Matrix Estimation ◽

Symmetric Distributions ◽

Matrix Estimation ◽

Elliptically Symmetric Distributions

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Improved estimation for elliptically symmetric distributions with unknown block diagonal covariance matrix

Statistics & Decisions ◽

10.1524/stnd.2008.1002 ◽

2009 ◽

Vol 26 (3) ◽

Author(s):

Dominique Fourdrinier ◽

William E. Strawderman ◽

Martin T. Wells

Keyword(s):

Covariance Matrix ◽

Symmetric Distributions ◽

Elliptically Symmetric Distributions ◽

Diagonal Covariance Matrix ◽

Block Diagonal

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Covariance Matrix Estimation Under Degeneracy for Complex Elliptically Symmetric Distributions

IEEE Transactions on Vehicular Technology ◽

10.1109/tvt.2016.2585881 ◽

2017 ◽

Vol 66 (3) ◽

pp. 2474-2484 ◽

Cited By ~ 2

Author(s):

Ebrahim Baktash ◽

Mahmood Karimi ◽

Xiaodong Wang

Keyword(s):

Covariance Matrix ◽

Covariance Matrix Estimation ◽

Symmetric Distributions ◽

Matrix Estimation ◽

Elliptically Symmetric Distributions

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Joint Estimation of Location and Scatter in Complex Elliptically Symmetric Distributions

Journal of Signal Processing Systems ◽

10.1007/s11265-021-01674-y ◽

2021 ◽

Author(s):

Stefano Fortunati ◽

Alexandre Renaux ◽

Frédéric Pascal

Keyword(s):

Joint Estimation ◽

Symmetric Distributions ◽

Elliptically Symmetric Distributions

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Singular Non-circular Complex Elliptically Symmetric Distributions: New Results and Applications

Mathematics and Statistics ◽

10.13189/ms.2021.090618 ◽

2021 ◽

Vol 9 (6) ◽

pp. 1019-1033

Author(s):

Habti Abeida

Keyword(s):

Symmetric Distributions ◽

Elliptically Symmetric Distributions

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Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions

Metrika ◽

10.1007/s00184-014-0512-x ◽

2014 ◽

Vol 78 (4) ◽

pp. 461-484 ◽

Cited By ~ 3

Author(s):

Dominique Fourdrinier ◽

William Strawderman

Keyword(s):

Symmetric Distributions ◽

Stein Estimation ◽

Elliptically Symmetric Distributions

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