research
∙
07/28/2023
Robust and Resistant Regularized Covariance Matrices
We introduce a class of regularized M-estimators of multivariate scatter...
share
research
∙
11/03/2020
Test of the Latent Dimension of a Spatial Blind Source Separation Model
We assume a spatial blind source separation model in which the observed ...
research
∙
02/28/2020
Breakdown points of penalized and hybrid M-estimators of covariance
We introduce a class of hybrid M-estimators of multivariate scatter whic...
research
∙
03/19/2019
Shrinking the Sample Covariance Matrix using Convex Penalties on the Matrix-Log Transformation
For q-dimensional data, penalized versions of the sample covariance matr...
research
∙
05/21/2018