کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5129298 | 1489638 | 2017 | 20 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
The random matrix regime of Maronna's estimator for observations corrupted by elliptical noise
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز عددی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
We study the behavior of Maronna's robust scatter estimator CËNâCNÃN built from a sequence of observations y1,â¦,yn lying in a K-dimensional signal subspace of theN-dimensional complex field corrupted by heavy tailed noise, i.e., yi=ANsi+xi, where ANâCNÃK and xi is drawn from an elliptical distribution. In particular, we prove under mild assumptions that the robust scatter matrix can be characterized by a random matrix SËN that follows a standard random model as the population dimension N, the number of observations n, and the rank of AN grow to infinity at the same rate. Our results are of potential interest for statistical theory and signal processing.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 162, November 2017, Pages 51-70
Journal: Journal of Multivariate Analysis - Volume 162, November 2017, Pages 51-70
نویسندگان
Abla Kammoun, Mohamed-Slim Alouini,