Large Dimensional Analysis of Robust M-Estimators of Covariance with Outliers

4 March 2015

Papers citing "Large Dimensional Analysis of Robust M-Estimators of Covariance with Outliers"

3 / 3 papers shown

Title
A Subspace Estimator for Fixed Rank Perturbations of Large Random Matrices W. Hachem P. Loubaton Xavier Mestre J. Najim P. Vallet 94 56 0 08 Jun 2011
The spectrum of kernel random matrices N. Karoui 165 224 0 04 Jan 2010
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 388 1,385 0 13 Mar 2008