Semicircle law of Tyler's \(M\)-estimator for scatter (Q433584): Difference between revisions

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-.1016/j.spl.2012.01.017
@@ Property / DOI: 10.1016/j.spl.2012.01.017 / rank @@
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+MaRDI publication profile
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+W2028915711
@@ Property / OpenAlex ID: W2028915711 / rank @@
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@@ Property / arXiv ID @@
+.3938
@@ Property / arXiv ID: 1004.3938 / rank @@
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@@ Property / cites work @@
+Corrections to LRT on large-dimensional covariance matrix by RMT
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+ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
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+Spectral analysis of large dimensional random matrices
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@@ Property / cites work @@
+Convergence to the semicircle law
@@ Property / cites work: Convergence to the semicircle law / rank @@
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@@ Property / cites work @@
+Semicircle Law for Hadamard Products
@@ Property / cites work: Semicircle Law for Hadamard Products / rank @@
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@@ Property / cites work @@
+Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials
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@@ Property / cites work @@
+On Tyler's \(M\)-functional of scatter in high dimension
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@@ Property / cites work @@
+Q3996150
@@ Property / cites work: Q3996150 / rank @@
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@@ Property / cites work @@
+Asymptotic distributions of robust shape matrices and scales
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@@ Property / cites work @@
+A generalization of Tyler's M-estimators to the case of incomplete data
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@@ Property / cites work @@
+Redescending \(M\)-estimates of multivariate location and scatter
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@@ Property / cites work @@
+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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@@ Property / cites work @@
+Q4658076
@@ Property / cites work: Q4658076 / rank @@
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@@ Property / cites work @@
+Random Matrix Theory and Wireless Communications
@@ Property / cites work: Random Matrix Theory and Wireless Communications / rank @@
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@@ Property / cites work @@
+A distribution-free M-estimator of multivariate scatter
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@@ Property / cites work @@
+Characteristic vectors of bordered matrices with infinite dimensions
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@@ Property / cites work @@
+Limit Theorem for the Eigenvalues of the Sample Covariance Matrix when the Underlying Distribution is Isotropic
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@@ Property / DOI @@
+.1016/J.SPL.2012.01.017
@@ Property / DOI: 10.1016/J.SPL.2012.01.017 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:433584