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Semicircle Law for Tyler's M-Estimator of Scatter
v1v2 (latest)

Semicircle Law for Tyler's M-Estimator of Scatter

22 April 2010
Gabriel Frahm
Konstantin Glombek
ArXiv (abs)PDFHTML

Papers citing "Semicircle Law for Tyler's M-Estimator of Scatter"

1 / 1 papers shown
Title
Corrections to LRT on Large Dimensional Covariance Matrix by RMT
Corrections to LRT on Large Dimensional Covariance Matrix by RMT
Z. Bai
Dandan Jiang
J. Yao
Shu-rong Zheng
82
248
0
03 Feb 2009
1