elliptical-distribution

There are 1 repository under elliptical-distribution topic.

• AlexisDerumigny / ElliptCopulas

  Inference of Elliptical Copulas and Elliptical Distributions

  r-packageelliptical-distributionelliptical-copulacopular-pkg
  Language:R 3

• EliasRaninen / BASIC

  Code for the paper E. Raninen and E. Ollila, "Bias Adjusted Sign Covariance Matrix," in IEEE Signal Processing Letters, vol. 29, pp. 339-343, 2022, doi: 10.1109/LSP.2021.3134940.

  covariance-matrixrobust-statisticsshrinkageregularizationelliptical-distributionspatial-sign-covariance-matrix
  Language:MATLAB 3

• EliasRaninen / CoupledRSCM

  Code for the paper E. Raninen and E. Ollila, “Coupled regularized sample covariance matrix estimator for multiple classes,” in IEEE Transactions on Signal Processing, vol. 69, pp. 5681–5692, 2021, doi: 10.1109/TSP.2021.3118546.

  covariance-matrixregularizationshrinkageregularized-discriminant-analysisdiscriminant-analysiselliptical-distributionhigh-dimensional-data
  Language:Python 2

• EliasRaninen / LinearPoolingOfSampleCovarianceMatrices

  Code for the paper E. Raninen, D. E. Tyler and E. Ollila, "Linear pooling of sample covariance matrices," in IEEE Transactions on Signal Processing, Vol 70, pp. 659-672, 2022, doi: 10.1109/TSP.2021.3139207.

  matlabsignal-processingcovariance-matrixshrinkageregularizationelliptical-distributionhigh-dimensional-data
  Language:MATLAB 2

• perej1 / extreme

  R package for estimation of elliptical extreme quantile regions

  elliptical-distributionextreme-value-theorymultivariate-statisticsquantile-estimation
  Language:R 1

• kirillzx / Accomplishments

  🎓My accomplishments: CV, conferences, publications🎓

  elliptical-distribution
  0

• perej1 / elliptical-sim

  Simulations for an article about extreme quantile region estimation

  elliptical-distributionextreme-value-theoryquantile-estimationmultivariate-statistics
  Language:R 0