Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Zhang, Teng & Cheng, Xiuyuan & Singer, Amit, 2016. "Marčenko–Pastur law for Tyler’s M-estimator," Journal of Multivariate Analysis, Elsevier, vol. 149(C), pages 114-123.
- Joel Bun & Jean-Philippe Bouchaud & Marc Potters, 2016. "Cleaning large correlation matrices: tools from random matrix theory," Papers 1610.08104, arXiv.org.
More about this item
KeywordsRandom matrix theory; Robust estimation; Central limit theorem; GLRT;
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