Tyler?s and Maronna?s M-estimators: Non-asymptotic concentration results

Romanov, E; Kur, G; Nadler, B

Romanov, E (通讯作者),Stanford Univ, Dept Stat, Stanford, CA 94305 USA.

JOURNAL OF MULTIVARIATE ANALYSIS, 2023; 196 ():

Abstract

Tyler's and Maronna's M-estimators, as well as their regularized variants, are pop-ular robust methods to estimate the scatter or covariance matrix of......

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