Marchenko-Pastur Law for Tyler's M-estimator

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Marchenko-Pastur Law for Tyler's M-estimator

15 January 2014

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Papers citing "Marchenko-Pastur Law for Tyler's M-estimator"

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Title
T-Rex: Fitting a Robust Factor Model via Expectation-Maximization Daniel Cederberg 51 0 0 17 May 2025
Large Dimensional Analysis of Robust M-Estimators of Covariance with Outliers D. Morales-Jiménez Romain Couillet M. Mckay 45 17 0 04 Mar 2015
Algorithms and Hardness for Robust Subspace Recovery Moritz Hardt Ankur Moitra OOD 89 116 0 05 Nov 2012
Robust subspace recovery by Tyler's M-estimator Teng Zhang 89 28 0 07 Jun 2012
Semicircle Law for Tyler's M-Estimator of Scatter Gabriel Frahm Konstantin Glombek 100 6 0 22 Apr 2010
Finite sample approximation results for principal component analysis: a matrix perturbation approach B. Nadler 111 328 0 21 Jan 2009