Pages that link to "Item:Q2983371"
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The following pages link to Robust Estimates of Covariance Matrices in the Large Dimensional Regime (Q2983371):
Displaying 9 items.
- Marčenko-Pastur law for Tyler's M-estimator (Q290712) (← links)
- Robust spiked random matrices and a robust G-MUSIC estimator (Q495368) (← links)
- Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals (Q900808) (← links)
- Improving portfolios global performance using a cleaned and robust covariance matrix estimate (Q2153647) (← links)
- Robust sparse covariance estimation by thresholding Tyler's M-estimator (Q2176609) (← links)
- The random matrix regime of Maronna's M-estimator with elliptically distributed samples (Q2350052) (← links)
- Generating universal adversarial perturbation with ResNet (Q2666824) (← links)
- Tyler's and Maronna's M-estimators: non-asymptotic concentration results (Q6097559) (← links)
- Optimal cleaning for singular values of cross-covariance matrices (Q6103997) (← links)
