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

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

**complex**Gaussian random vector ...of

**the**p.d.f. of

**the**texture is seldom available,

**the**usual way is to treat

**the**textures as unknown deterministic quantities and to carry ...

12

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

**Likelihood**Ratio—

**Part**I: Application to Antenna Array Detec- tion-

**Estimation**With Perfect Wavefront Coherence,” IEEE ...multivariate

**complex**Gaussian distribution, that

**the**...

13

### On the Expected Likelihood Approach for Assessment of Regularization Covariance Matrix

**the**two mechanisms for generating are different, from a

**likelihood**point of view

**the**two representations are equivalent, as far as only assessment of from is ...course,

**in**

**the**...

6

### Robust Markowitz mean-variance portfolio selection under ambiguous covariance matrix *

**In**

**the**above cited papers,

**the**continuous-time Markowitz problem was essentially stu- died

**in**

**the**framework of a Black-Scholes model, and abundant research has been conducted to extend ...

34

### Mutual information for symmetric rank-one matrix estimation: A proof of the replica formula

**In**order to illustrate

**the**consequences of our results we shall present two ...examples.

**In**

**the**first one we are given data distributed according to

**the**spiked Wigner model ...

14

### Random Matrix-Improved Estimation of the Wasserstein Distance between two Centered Gaussian Distributions

**distributions**.

**The**Wasserstein distance, initially inspired by Monge [1] and later by Kan- torovich [

**2**]

**in**a transport theory analogy, provides a natural notion of dissimilarity ...

7

### Exact Maximum Likelihood estimation for the BL-GARCH model under elliptical distributed innovations

**in**non-linear time series is a challenging modelling exercise, con- sidered among many others things by Tong ...(1990).

**In**particular,

**the**stylized fact that

**the**volatility of ...

30

### Knowledge-aided covariance matrix estimation and adaptive detection in compound-Gaussian noise

**covariance**

**matrix**R R and

**the**R k ’s are positive ...process.

**In**this scenario,

**the**problem of estimating

**the**

**covariance**

**matrix**is generally ...sample ...

7

### A moment matrix approach to computing symmetric cubatures

**in**three parts. With

**the**help of

**the**last algorithm

**in**

**the**previous section, we first provide a way to determine

**the**existence for a given measure of cubatures of a given ...

140

### Joint Estimation of Location and Scatter in Complex Elliptical Distributions: A robust semiparametric and computationally efficient R-estimator of the shape matrix

**the**(Real or

**Complex**)

**Elliptically**

**Symmetric**(ES) model has been recently adopted to characterize

**the**statistical data ...behavior.

**The**RES and CES models

**in**...

25

### On the Cramer Rao bound and maximum likelihood in passive time delay estimation for complex signals

**2**(t)) t ∈[−T/

**2**,T/

**2**] and circular if s(t) is circular. For real-valued x j (t), a well known theorem of statistics [7, Sec. 6.4] asserts that these Fourier coefficients ...

5

### Large N expansion of the 2-matrix model, multicut case.

**in**

**2**-

**matrix**models and

**the**associated Riemann-Hilbert problem”, preprint CRM-2852 (2002), Saclay T02/097, ...“Random

**Matrix**Models and Their Applications”, MSRI Research ...

34

### Beef cattle methane emission estimation using the eddy covariance technique in combination with geolocation

**the**Spring 2014 campaign with each point corresponding to a 30-minute 315 measurement ...interval.

**The**different regression lines correspond to

**the**reduced major axis method (RMA),

**the**...

30

### Maximum likelihood estimation for Gaussian processes under inequality constraints

**in**practice, computing

**the**cMLE requires a discretization of

**the**constraints, for instance

**using**a piecewise affine interpolation as

**in**Section 5 , or a finite set of constrained ...

32

### Nonparametric estimation of the expected discounted penalty function in the compound Poisson model

**the**model selection procedures (18) for

**the**Laguerre deconvolution estimators lead to

**the**same performance than

**the**naive choice m = b5T 1/10 ...results

**in**Tables 1,

**2**and 3. ...

37

### Controlling light in complex media beyond the acoustic diffraction-limit using the acousto-optic transmission matrix

**the**AOTM 6 . To compensate for any slow phase drifts of

**the**reference arm, a ﬂat-phase mask was displayed on

**the**SLM before each input mode was injected, and

**the**phase of

**the**...

11

### Improved Estimation of the Distance between Covariance Matrices

**Covariance**distance, random

**matrix**

**the**- ory, Fisher information ...between

**covariance**matrices are objects of inter- est for many engineering applications, among which machine learning ...

6

### The L^2 –Alexander torsion is symmetric

**2**...

14

### Cross-validation estimation of covariance parameters under fixed-domain asymptotics

**covariance**function.

**Under**fixed-domain asymptotics, we prove

**the**strong consistency and asymptotic normality of a cross validation estimator of

**the**microergodic

**covariance**...

44

### Performance analysis of beamformers using generalized loading of the covariance matrix in the presence of random steering vector errors

**the**robust beamformer (4)

**in**

**the**

**case**where and both and are ...Therefore,

**the**analysis does not apply directly to [10]–[12], where

**the**loading level depends on

**the**...

8