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M-estimators of scatter with eigenvalue shrinkage

M-estimators of scatter with eigenvalue shrinkage

12 February 2020
Esa Ollila
Daniel P. Palomar
Frédéric Pascal
ArXiv (abs)PDFHTML

Papers citing "M-estimators of scatter with eigenvalue shrinkage"

1 / 1 papers shown
Title
A Concentration of Measure and Random Matrix Approach to Large
  Dimensional Robust Statistics
A Concentration of Measure and Random Matrix Approach to Large Dimensional Robust Statistics
Cosme Louart
Romain Couillet
40
5
0
17 Jun 2020
1