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

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+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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+Convergence to the semicircle law
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+Semicircle Law for Hadamard Products
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+Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials
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+On Tyler's \(M\)-functional of scatter in high dimension
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+Q3996150
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+Asymptotic distributions of robust shape matrices and scales
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+A generalization of Tyler's M-estimators to the case of incomplete data
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+Redescending \(M\)-estimates of multivariate location and scatter
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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+Q4658076
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+Random Matrix Theory and Wireless Communications
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+A distribution-free M-estimator of multivariate scatter
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+Characteristic vectors of bordered matrices with infinite dimensions
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+Limit Theorem for the Eigenvalues of the Sample Covariance Matrix when the Underlying Distribution is Isotropic
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