elliptical-distribution

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EliasRaninen / BASIC

Code for the paper E. Raninen and E. Ollila, "Bias Adjusted Sign Covariance Matrix," in IEEE Signal Processing Letters, vol. 29, pp. 339-343, 2022, doi: 10.1109/LSP.2021.3134940.

regularization covariance-matrix shrinkage robust-statistics elliptical-distribution spatial-sign-covariance-matrix

Updated Apr 21, 2022
MATLAB

EliasRaninen / LinearPoolingOfSampleCovarianceMatrices

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Code for the paper E. Raninen, D. E. Tyler and E. Ollila, "Linear pooling of sample covariance matrices," in IEEE Transactions on Signal Processing, Vol 70, pp. 659-672, 2022, doi: 10.1109/TSP.2021.3139207.

signal-processing matlab high-dimensional-data regularization covariance-matrix shrinkage elliptical-distribution

Updated Apr 21, 2022
MATLAB

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