Semicircle law of Tyler's \(M\)-estimator for scatter

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Publication:433584

DOI10.1016/J.SPL.2012.01.017zbMath1243.62074arXiv1004.3938OpenAlexW2028915711MaRDI QIDQ433584

Konstantin Glombek, Gabriel Frahm

Publication date: 5 July 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.3938




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