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.
regularization covariance-matrix shrinkage robust-statistics elliptical-distribution spatial-sign-covariance-matrix
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Updated
Apr 21, 2022 - MATLAB