Marčenko-Pastur law for Tyler's M-estimator (Q290712)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Marčenko-Pastur law for Tyler's M-estimator |
scientific article; zbMATH DE number 6588927
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Marčenko-Pastur law for Tyler's M-estimator |
scientific article; zbMATH DE number 6588927 |
Statements
Marčenko-Pastur law for Tyler's M-estimator (English)
0 references
3 June 2016
0 references
covariance estimation
0 references
robust statistics
0 references
random matrix theory
0 references
0 references
0 references
0.88437474
0 references
0 references
0.8497844
0 references
0.8423287
0 references
0.83152926
0 references
0.8258261
0 references
0.82366604
0 references
