Pages that link to "Item:Q406518"

The following pages link to Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (Q406518):

Displaying 13 items.

• Robust spiked random matrices and a robust G-MUSIC estimator (Q495368) (← links)
• Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals (Q900808) (← links)
• The random matrix regime of Maronna's estimator for observations corrupted by elliptical noise (Q1679562) (← links)
• An efficient ensemble Kalman filter implementation via shrinkage covariance matrix estimation: exploiting prior knowledge (Q2027172) (← links)
• Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators (Q2065296) (← 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)
• An ensemble Kalman filter implementation based on the Ledoit and Wolf covariance matrix estimator (Q2222066) (← links)
• The random matrix regime of Maronna's M-estimator with elliptically distributed samples (Q2350052) (← links)
• Random matrix improved covariance estimation for a large class of metrics* (Q5857459) (← links)
• Tyler's and Maronna's M-estimators: non-asymptotic concentration results (Q6097559) (← links)
• The minimum weighted covariance determinant estimator for high-dimensional data (Q6161665) (← links)