"Marčenko-Pastur law for Tyler's M-estimator."

Teng Zhang, Xiuyuan Cheng, Amit Singer (2016)

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DOI: 10.1016/J.JMVA.2016.03.010

access: open

type: Journal Article

metadata version: 2023-09-30

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Teng Zhang, Xiuyuan Cheng, Amit Singer:
Marčenko-Pastur law for Tyler's M-estimator. J. Multivar. Anal. 149: 114-123 (2016)

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