Univariate and multivariate quantiles, probabilistic and statistical approaches : radar applications

Abstract : The description and the estimation of univariate and multivariate models whose underlyingdistribution is heavy-tailed is a strategic challenge. L-moments have becomeclassical tools alternative to central moments for the description of dispersion, skewnessand kurtosis of a univariate heavy-tailed distribution. Indeed, contrary to correspondingcentral moments, they are well defined since the expectation of the distribution of interestis finite. L-moments can be seen as projections of the quantile function on a family oforthogonal polynomials. First, we will estimate parameters of semi-parametric modelsdefined by constraints on L-moments through divergence methods.We will then propose a generalization of L-moments for multivariate distributions using amultivariate quantile function defined as a transport of the uniform distribution on [0; 1]dand the distribution of interest. As their univariate versions, these multivariate L-momentsare adapted for the study of heavy-tailed distributions. We explicitly give their formulationsfor models with rotational parameters.Finally, we propose M-estimators of the scatter matrix of complex elliptical distributions.The family of these distributions form a multivariate semi-parametric model especiallycontaining heavy-tailed distributions. Specific M-estimators adapted to complex ellipticaldistribution with an additional assumption of stationarity are proposed. Performancesand robustness of introduced estimators are studied.Ground and sea clutters are often modelized by complex elliptical distributions in the fieldof radar processing. We illustrate performances of detectors built from estimators of thescatter matrix through proposed methods for different radar scenarios.
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Alexis Decurninge. Univariate and multivariate quantiles, probabilistic and statistical approaches : radar applications. General Mathematics [math.GM]. Université Pierre et Marie Curie - Paris VI, 2015. English. ⟨NNT : 2015PA066028⟩. ⟨tel-01180711⟩

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