Estimation de l'Ordre de Modèle pour un Bruit Elliptique Symétrique Complexe en Grande Dimension
Eugénie Terreaux
,
Jean-Philippe Ovarlez
,
Frédéric Pascal
26eme Colloque GRETSI Traitement du Signal & des Images, GRETSI 2017 , Sep 2017, Juan Les Pins, France
Conference papers
hal-01692623v1
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Improving portfolios global performance using a cleaned and robust covariance matrix estimate
Emmanuelle Jay
,
Thibault Soler
,
Eugénie Terreaux
,
Jean-Philippe Ovarlez
,
Frédéric Pascal
,
et al.
Journal articles
hal-02508748v1
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Anomaly Detection and Estimation in Hyperspectral Imaging Using RMT Tools
Eugénie Terreaux
,
Jean-Philippe Ovarlez
,
Frédéric Pascal
IEEE 6th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP 2015) , Dec 2015, Cancun, Mexico.
⟨10.1109/CAMSAP.2015.7383763⟩
Conference papers
hal-01325087v1
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Improving Portfolios Global Performance with Robust Covariance Matrix Estimation: Application to the Maximum Variety Portfolio
Emmanuelle Jay
,
Eugénie Terreaux
,
Jean-Philippe Ovarlez
,
Frederic Pascal
Conference papers
hal-02124639v1
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A Toeplitz-Tyler Estimation of the Model Order in Large Dimensional Regime
Eugénie Terreaux
,
Jean-Philippe Ovarlez
,
Frédéric Pascal
ICASSP 2018 - 2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) , Apr 2018, Calgary, Canada. pp.4489-4493,
⟨10.1109/ICASSP.2018.8461915⟩
Conference papers
hal-02124624v1
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New model order selection in large dimension regime for complex elliptically symmetric noise
Eugénie Terreaux
,
Jean-Philippe Ovarlez
,
Frédéric Pascal
Conference papers
hal-01692642v1
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