Found 4 results
    Filters: Author is Matthew McKay  [Clear All Filters]
    Morales-Jimenez, D.., R. Couillet, and M. McKay, "Large dimensional analysis of Maronna’s M-estimator with outliers", IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP'15), Brisbane, Australia, 2015.
    Couillet, R., and M. McKay, "Large Dimensional Analysis and Optimization of Robust Shrinkage Covariance Matrix Estimators", Journal of Multivariate Analysis, vol. 131, pp. 99-120, 2014.
    Yang, L., R. Couillet, and M. McKay, "Minimum variance portfolio optimization with robust shrinkage covariance estimation", Asilomar Conference on Signals, Systems, and Computers, Pacific Grove, CA, USA, 2014.
    Couillet, R., and M. McKay, "Robust covariance estimation and linear shrinkage in the large dimensional regime", EEE International Workshop on Machine Learning for Signal Processing (MLSP'14), Reims, France, 2014.