Tyler's Covariance Matrix Estimator in Elliptical Models with Convex
Structure

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Tyler's Covariance Matrix Estimator in Elliptical Models with Convex Structure

7 April 2014

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Papers citing "Tyler's Covariance Matrix Estimator in Elliptical Models with Convex Structure"

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Title
T-Rex: Fitting a Robust Factor Model via Expectation-Maximization Daniel Cederberg 79 0 0 17 May 2025
Elliptical Perturbations for Differential Privacy M. Reimherr Jordan Awan 57 12 0 23 May 2019
Large-dimensional behavior of regularized Maronna's M-estimators of covariance matrices Nicolas Auguin D. Morales-Jiménez M. Mckay Romain Couillet 26 7 0 26 Apr 2018
Robust Sparse Covariance Estimation by Thresholding Tyler's M-Estimator John Goes Gilad Lerman B. Nadler 50 23 0 25 Jun 2017
Robust Burg Estimation of Radar Scatter Matrix for Autoregressive structured SIRV based on Fréchet medians Alexis Decurninge F. Barbaresco 13 26 0 12 Jan 2016
Joint Inverse Covariances Estimation with Mutual Linear Structure I. Soloveychik A. Wiesel 21 0 0 20 Nov 2015
Robust Estimation of Structured Covariance Matrix for Heavy-Tailed Elliptical Distributions Ying Sun P. Babu Daniel P. Palomar 49 98 0 17 Jun 2015