Marčenko-Pastur law for Tyler's M-estimator (Q290712)
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scientific article; zbMATH DE number 6588927
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| English | Marčenko-Pastur law for Tyler's M-estimator |
scientific article; zbMATH DE number 6588927 |
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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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0.88437474
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0.8497844
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0.8423287
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0.83152926
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0.8258261
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0.82366604
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