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1401.6926
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Performance Analysis of Tyler's Covariance Estimator
27 January 2014
I. Soloveychik
A. Wiesel
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Papers citing
"Performance Analysis of Tyler's Covariance Estimator"
2 / 2 papers shown
Title
Ledoit-Wolf linear shrinkage with unknown mean
Benoit Oriol
Alexandre Miot
17
3
0
14 Apr 2023
Rigorous Guarantees for Tyler's M-estimator via quantum expansion
Cole Franks
Ankur Moitra
6
26
0
31 Jan 2020
1
