"The random matrix regime of Maronna's M-estimator with elliptically ..."

Romain Couillet, Frédéric Pascal, Jack W. Silverstein (2015)

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DOI: 10.1016/J.JMVA.2015.02.020

access: open

type: Journal Article

metadata version: 2021-02-17

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Romain Couillet, Frédéric Pascal, Jack W. Silverstein:
The random matrix regime of Maronna's M-estimator with elliptically distributed samples. J. Multivar. Anal. 139: 56-78 (2015)

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