Marčenko-Pastur law for Tyler's M-estimator (Q290712)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Marčenko-Pastur law for Tyler's M-estimator |
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Marčenko-Pastur law for Tyler's M-estimator (English)
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3 June 2016
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covariance estimation
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robust statistics
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random matrix theory
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