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MA   2016 International Workshop/Symposium on Mobile Agents
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MA
2016
Springer
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8 years 7 months ago
Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals
A central limit theorem for bilinear forms of the type a∗ ˆCN (ρ)−1 b, where a, b ∈ CN are unit norm deterministic vectors and ˆCN (ρ) a robust-shrinkage estimator of sc...
Romain Couillet, Abla Kammoun, Frédé...
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