"M-estimators of scatter with eigenvalue shrinkage" by Prof. Esa Ollila

Presentation of paper "M-estimators of scatter with eigenvalue shrinkage" by Prof. Esa Ollila delivered at the conference IEEE ICASSP 2020. Paper: Esa Ollila, Daniel P. Palomar, and Frédéric Pascal, “M-estimators of scatter with eigenvalue shrinkage,” in Proc. IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Barcelona, Catalonia, Spain, May 4-8, 2020. Authors: - Esa Ollila, Aalto University, Finland (http://users.spa.aalto.fi/esollila) - Daniel P. Palomar, The Hong Kong University of Science and Technology, Hong Kong (HKUST) (https://www.danielppalomar.com) - Frédéric Pascal, University Paris-Saclay, France (https://fredericpascal.blogspot.com) 📚 Portfolio Optimization book: https://portfoliooptimizationbook.com Follow me: - Prof. Daniel P. Palomar: https://www.danielppalomar.com - GitHub: https://github.com/convexfi, https://github.com/dppalomar - LinkedIn: https://www.linkedin.com/in/daniel-palomar-8373a1b7 - YouTube: https://www.youtube.com/danielpalomar - X: https://x.com/danielppalomar - Google Scholar: https://scholar.google.com/danielpalomar