Semicircle law of Tyler's \(M\)-estimator for scatter (Q433584)
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scientific article; zbMATH DE number 6053351
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| English | Semicircle law of Tyler's \(M\)-estimator for scatter |
scientific article; zbMATH DE number 6053351 |
Statements
Semicircle law of Tyler's \(M\)-estimator for scatter (English)
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5 July 2012
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random matrix
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spectral distribution
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semicircle law
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0.8763754367828369
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0.809127926826477
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0.7788745164871216
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0.7750343680381775
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