Tyler's and Maronna's M-estimators: non-asymptotic concentration results
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Publication:6097559
DOI10.1016/j.jmva.2023.105184zbMath1520.62057arXiv2206.10167MaRDI QIDQ6097559
Elad Romanov, Gil Kur, Boaz Nadler
Publication date: 5 June 2023
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.10167
Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Random matrices (probabilistic aspects) (60B20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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