Covariance estimation in elliptical models with convex structure

Keyphrases

• Banded Covariance Matrix 33%
• Consistent Solution 33%
• Convex Constraints 33%
• Convex Structure 100%
• Covariance Estimation 100%
• Covariance Matrix 33%
• Elliptical Model 100%
• Generalized Method of Moments 100%
• Moment Approach 33%
• Moment Problem 33%
• Non-Gaussian Distribution 33%
• Nonconvex Optimization 33%
• Numerical Data 33%
• Performance Advantage 33%
• Projection Method 33%
• Standard Projections 33%
• Structure Constraint 33%
• Toeplitz Covariance Matrix 33%
• Tyler's Estimator 33%

Mathematics

• Convex Structure 100%
• Covariance 100%
• Covariance Matrix 66%
• Gaussian Distribution 66%
• Method of Moment 100%
• Moment Problem 33%
• Numerical Data 33%
• Projection Method 33%

Engineering

• Convex Optimization Problem 50%
• Covariance Matrix 100%
• Gaussians 100%
• Imposition 50%
• Numerical Data 50%