In this paper we deal with the estimation of the covariance matrix for Complex Elliptically Symmetric (CES) data. We follow three different approaches with different level of knowledge on the specific CES model and we compare the asymptotic performances under the three approaches in terms of Cramér-Rao Bounds and Huber limit. © 2014 IEEE.
Naive, robust or fully-adaptive: An estimation problem for CES distributions
GRECO, MARIA;FORTUNATI, STEFANO;GINI, FULVIO
2014-01-01
Abstract
In this paper we deal with the estimation of the covariance matrix for Complex Elliptically Symmetric (CES) data. We follow three different approaches with different level of knowledge on the specific CES model and we compare the asymptotic performances under the three approaches in terms of Cramér-Rao Bounds and Huber limit. © 2014 IEEE.File in questo prodotto:
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