Shrinking the eigenvalues of M-estimators of covariance matrix

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  Robust Statistics for High-dimensional Data

  Ollila, E. (Principal investigator), Raninen, E. (Project Member), Basiri, S. (Project Member), Tabassum, M. N. (Project Member) & Mian, A. (Project Member)

  01/09/2016 → 31/12/2020

  Project: Academy of Finland: Other research funding

  • Sample Covariance Matrix 100%
  • Covariance Matrix 97%
  • Classes 69%
  • Signal Processing 51%
  • Models 47%