The random matrix regime of Maronna's M-estimator with elliptically distributed samples
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Publication:2350052
DOI10.1016/j.jmva.2015.02.020zbMath1320.62174arXiv1311.7034OpenAlexW2143045817WikidataQ57437089 ScholiaQ57437089MaRDI QIDQ2350052
Jack W. Silverstein, Romain Couillet, Frédéric P. Pascal
Publication date: 18 June 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.7034
Nonparametric robustness (62G35) Random matrices (probabilistic aspects) (60B20) Analysis of variance and covariance (ANOVA) (62J10)
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