Robust spiked random matrices and a robust G-MUSIC estimator (Q495368)

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Robust spiked random matrices and a robust G-MUSIC estimator

scientific article; zbMATH DE number 6480466

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English	Robust spiked random matrices and a robust G-MUSIC estimator	scientific article; zbMATH DE number 6480466

Statements

instance of

scholarly article

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title

Robust spiked random matrices and a robust G-MUSIC estimator (English)

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author

R. Couillet

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published in

Journal of Multivariate Analysis

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publication date

10 September 2015

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full work available at URL

https://arxiv.org/abs/1404.7685

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zbMATH Keywords

random matrix theory

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robust estimation

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spiked models

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MUSIC

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MaRDI profile type

MaRDI publication profile

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cites work

Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach— Part 1: The Over-Sampled Case

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No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices

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Q3551026

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Eigenvalues of large sample covariance matrices of spiked population models

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Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices

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The singular values and vectors of low rank perturbations of large rectangular random matrices

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The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices

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The outliers among the singular values of large rectangular random matrices with additive fixed rank deformation

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Fluctuations of Spiked Random Matrix Models and Failure Diagnosis in Sensor Networks

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Analysis of the limiting spectral measure of large random matrices of the separable covariance type

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Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators

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The random matrix regime of Maronna's M-estimator with elliptically distributed samples

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Robust Estimates of Covariance Matrices in the Large Dimensional Regime

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Introduction to General Statistical Analysis

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A subspace estimator for fixed rank perturbations of large random matrices

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Matrix Analysis

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Robust Estimation of a Location Parameter

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Redescending \(M\)-estimates of multivariate location and scatter

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Robust m-estimators of multivariate location and scatter

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Robust Statistics

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DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

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Improved Estimation of Eigenvalues and Eigenvectors of Covariance Matrices Using Their Sample Estimates

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On the Asymptotic Behavior of the Sample Estimates of Eigenvalues and Eigenvectors of Covariance Matrices

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Large Dimensional Analysis of Robust M-Estimators of Covariance With Outliers

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Nonparametric Detection of Signals by Information Theoretic Criteria: Performance Analysis and an Improved Estimator

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Eigenvalue distribution of large random matrices

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Asymptotics of sample eigenstructure for a large dimensional spiked covariance model

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On the empirical distribution of eigenvalues of a class of large dimensional random matrices

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Analysis of the limiting spectral distribution of large dimensional random matrices

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AN EXAMPLE IN THE THEORY OF THE SPECTRUM OF A FUNCTION

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A distribution-free M-estimator of multivariate scatter

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Identifiers

zbMATH Open document ID

1322.62148

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Mathematics Subject Classification ID

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10.1016/J.JMVA.2015.05.009

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Sitelinks

Mathematics(1 entry)

mardi Robust spiked random matrices and a robust G-MUSIC estimator