Tyler's Covariance Matrix Estimator in Elliptical Models with Convex Structure

Keyphrases

• Generalized Method of Moments 100%
• Convex Structure 100%
• Covariance Matrix Estimation 100%
• Elliptical Model 100%
• Tight 50%
• Finite number 50%
• Covariance 50%
• Sampling numbers 50%
• Elliptical Distribution 50%
• Nonconvex 50%
• Convex Relaxation 50%
• Structured Covariance Estimation 50%
• Convex Set 50%
• Toeplitz Matrix 50%
• M-estimator 50%
• Convex Constraints 50%
• Tyler's Estimator 50%
• Synthetic Simulation 50%
• Band Matrix 50%
• Moment Optimization 50%
• Compound Gaussian Distribution 50%

Mathematics

• Covariance 100%
• Covariance Matrix 100%
• Method of Moment 100%
• Convex Structure 100%
• Finite Number 50%
• Gaussian Distribution 50%
• Elliptical Distribution 50%
• Convex Set 50%
• M-Estimator 50%
• Banded Matrix 50%