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"Spectral Shrinkage of Tyler's $M$-Estimator of Covariance Matrix."

Arnaud Breloy, Esa Ollila, Frédéric Pascal (2019)

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DOI: 10.1109/CAMSAP45676.2019.9022652

access: closed

type: Conference or Workshop Paper

metadata version: 2020-12-29

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  dblp key:
  - conf/camsap/BreloyO019
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  - https://dblp.org/rec/conf/camsap/BreloyO019
Arnaud Breloy, Esa Ollila, Frédéric Pascal:
Spectral Shrinkage of Tyler's $M$-Estimator of Covariance Matrix. CAMSAP 2019: 535-538

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