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1503.01245
Cited By

Large Dimensional Analysis of Robust M-Estimators of Covariance with
Outliers

Large Dimensional Analysis of Robust M-Estimators of Covariance with Outliers

4 March 2015

D. Morales-Jiménez

Romain Couillet

ArXiv (abs)PDF HTML

Papers citing "Large Dimensional Analysis of Robust M-Estimators of Covariance with Outliers"

6 / 6 papers shown

Tyler's and Maronna's M-estimators: Non-Asymptotic Concentration Results

Tyler's and Maronna's M-estimators: Non-Asymptotic Concentration ResultsJournal of Multivariate Analysis (J. Multivar. Anal.), 2022

392

5

0

21 Jun 2022

On eigenvalues of a high-dimensional spatial-sign covariance matrix

On eigenvalues of a high-dimensional spatial-sign covariance matrix

267

11

0

28 Jan 2019

Large-dimensional behavior of regularized Maronna's M-estimators of
covariance matrices

Large-dimensional behavior of regularized Maronna's M-estimators of covariance matrices

D. Morales-Jiménez

Romain Couillet

195

7

0

26 Apr 2018

Robust Sparse Covariance Estimation by Thresholding Tyler's M-Estimator

Robust Sparse Covariance Estimation by Thresholding Tyler's M-Estimator

291

28

0

25 Jun 2017

Analysis and Design of Multiple-Antenna Cognitive Radios with Multiple
Primary User Signals

Analysis and Design of Multiple-Antenna Cognitive Radios with Multiple Primary User SignalsIEEE Transactions on Signal Processing (IEEE TSP), 2014

D. Morales-Jiménez

Raymond H. Y. Louie

207

13

0

25 May 2014

Marchenko-Pastur Law for Tyler's M-estimator

Marchenko-Pastur Law for Tyler's M-estimatorJournal of Multivariate Analysis (JMA), 2014

433

25

0

15 Jan 2014

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