ROBUST ESTIMATION TECHNIQUES FOR COMPLEX-VALUED RANDOM VECTORS - Adaptive Signal Processing: Next Generation Solutions - page 140

24. N. R. Goodman, Statistical analysis based on certain multivariate complex Gaussian distri-
bution (an introduction). Annals Math. Statist. , 34: 152-177, (1963).
25. M. Haardt and F. R¨mer, “Enhancements of unitary ESPRIT for non-circular sources,” in
Proc. Int. Conf. Acoustics, Speech and Signal Processing (ICASSP'04) , Montreal, Canada,
May 2004.
26. F. R. Hampel, E. M. Ronchetti, P. J. Rousseeuw, and W. A. Stahel, Robust Statistics: The
Approach Based on Influence Functions . Wiley, New York, 1986.
27. P. J. Huber, Robust Statistics . Wiley, New York, 1981.
28. A. Hyv ¨ rinen, J. Karhunen, and E. Oja, Independent Component Analysis . John Wiley,
New York, 2001.
29. S. M. Kay, Fundamentals of Statistical Signal Processing . Prentice-Hall, New Jersey, 1993.
30. J. T. Kent, Data analysis for shapes and images. J. Statist. Plann. Inference , 57: 181-193,
(1997).
31. J. T. Kent and D. E. Tyler, Redescending M-estimates of multivariate location and scatter.
Ann. Statist. , 19(4): 2102-2119, (1991).
32. H. Krim and M. Viberg, Two decades of array signal processing: the parametric approach.
IEEE Signal Processing Mag. , 13(4): 67-94, (1996).
33. P. R. Krishnaiah and J. Lin, Complex elliptically symmetric distributions. Comm.
Statist. - Th. and Meth. , 15: 3693-3718, (1986).
34. H. Li and T. Adalı, A class of complex ICA algorithms based on the kurtosis cost function.
IEEE Trans. Neural Networks , 19(3): 408-420, (2008).
35. J. Li, P. Stoica, and Z. Wang, On robust capon beamforming and diagonal loading. IEEE
Trans. Signal Processing , 51(7): 1702-1715, (2003).
36. G. M. Manolakis, K. I. Vinay, and S. M. Kogon, Statistical and adaptive signal processing .
McGraw-Hill, Singapore, 2000.
37. R. A. Maronna, Robust M-estimators of multivariate location and scatter. Ann. Statist. , 5(1):
51-67, (1976).
38. F. D. Neeser and J. L. Massey, Proper complex random processes with applications to infor-
mation theory. IEEE Trans. Inform. Theory , 39(4): 1293-1302, (1993).
39. M. Novey and T. Adalı, On extending the complex FastICA algorithm to noncircular
sources. IEEE Trans. Signal Processing , 56(5), (2008).
40. E. Ollila and V. Koivunen, “Adjusting the generalized likelihood ratio test of circularity
robust to non-normality,” in Proc. 10th IEEE Int. Workshop on Signal Processing
Advances in Wireless Comm. (SPAWC'09) , pages 558-562, Perugia, Italy, June 21-24,
2009.
41. E. Ollila, On the circularity of a complex random variable. IEEE Signal Processing Letters ,
15: 841-844, (2008).
42. E. Ollila, J. Eriksson, and V. Koivunen, Complex univariate distributions - part II: complex
normal distribution and its extensions. Technical report, Signal Processing Labaratory,
Helsinki Univerisity of Technology, 02150 Espoo, Finland, 2006.
43. E. Ollila and V. Koivunen, “Influence functions for array covariance matrix estimators,” in
Proc. IEEE Workshop on Statistical Signal Processing (SSP'03) , pages 445-448,
St. Louis, USA, September 28- Oct. 1, 2003.