Pages that link to "Item:Q290712"
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The following pages link to Marčenko-Pastur law for Tyler's M-estimator (Q290712):
Displaying 7 items.
- Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries (Q1991680) (← links)
- A concentration of measure and random matrix approach to large-dimensional robust statistics (Q2108907) (← links)
- Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds (Q2140874) (← links)
- Robust sparse covariance estimation by thresholding Tyler's M-estimator (Q2176609) (← links)
- Robust modifications of U-statistics and applications to covariance estimation problems (Q2278677) (← links)
- User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
- Tyler's and Maronna's M-estimators: non-asymptotic concentration results (Q6097559) (← links)
