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Publications by Yuri I. Abramovich
Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach—Part 2: The Under-Sampled Case
IEEE Transactions on Signal Processing
Electronic Engineering
Signal Processing
Electrical
Related publications
Regularized MMSE Multiuser Detection Using Covariance Matrix Tapering
Slepian-Bangs-Type Formulas and the Related Misspecified Cramér-Rao Bounds for Complex Elliptically Symmetric Distributions
Signal Processing
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Pattern Recognition
Electronic Engineering
Computer Vision
Electrical
Signal Processing
Software
An Empirical Bayesian Approach to Stein-Optimal Covariance Matrix Estimation
Journal of Empirical Finance
Economics
Finance
Econometrics
Optimal Estimation of a Large-Dimensional Covariance Matrix Under Stein’s Loss
Bernoulli
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Robust Covariance Matrix Estimation and Portfolio Allocation: The Case of Non-Homogeneous Assets
Sparse Estimation of a Covariance Matrix
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Fast and Accurate Estimation of the Covariance Between Pairwise Maximum Likelihood Distances
Robust Rank Constrained Kronecker Covariance Matrix Estimation
On the Convergence of the Maximum Likelihood Estimator for the Transition Rate Under a 2-State Symmetric Model
Journal of Mathematical Biology
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