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  • Search: subject:"Tyler’s M-estimator"
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Random matrix 1 Semicircle law 1 Spectral distribution 1 Tyler’s M-estimator 1
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Frahm, Gabriel 1 Glombek, Konstantin 1
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Statistics & Probability Letters 1
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Semicircle law of Tyler’s M-estimator for scatter
Frahm, Gabriel; Glombek, Konstantin - In: Statistics & Probability Letters 82 (2012) 5, pp. 959-964
This paper analyzes the spectral properties of Tyler’s M-estimator for scatter Tn,d. It is shown that if a multivariate …
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