Gaussian and robust Kronecker product covariance estimation: Existence and uniqueness.

Ilya Soloveychik Dmitry Trushin

Published in: J. Multivar. Anal. (2016)

Keyphrases

kronecker product
robust estimation
multivariate gaussian distribution
covariance matrices
computationally efficient
estimation error
robust regression
computer vision
orientation estimation
wavelet transform
maximum likelihood estimation
parameter tuning
accurate estimation
robust estimator