Marčenko–Pastur law for Tyler’s M-estimator
Publication
, Journal Article
Zhang, T; Cheng, X; Singer, A
Published in: Journal of Multivariate Analysis
July 2016
Duke Scholars
Published In
Journal of Multivariate Analysis
DOI
ISSN
0047-259X
Publication Date
July 2016
Volume
149
Start / End Page
114 / 123
Publisher
Elsevier BV
Related Subject Headings
- Statistics & Probability
- 1403 Econometrics
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
Zhang, T., Cheng, X., & Singer, A. (2016). Marčenko–Pastur law for Tyler’s M-estimator. Journal of Multivariate Analysis, 149, 114–123. https://doi.org/10.1016/j.jmva.2016.03.010
Zhang, Teng, Xiuyuan Cheng, and Amit Singer. “Marčenko–Pastur law for Tyler’s M-estimator.” Journal of Multivariate Analysis 149 (July 2016): 114–23. https://doi.org/10.1016/j.jmva.2016.03.010.
Zhang T, Cheng X, Singer A. Marčenko–Pastur law for Tyler’s M-estimator. Journal of Multivariate Analysis. 2016 Jul;149:114–23.
Zhang, Teng, et al. “Marčenko–Pastur law for Tyler’s M-estimator.” Journal of Multivariate Analysis, vol. 149, Elsevier BV, July 2016, pp. 114–23. Crossref, doi:10.1016/j.jmva.2016.03.010.
Zhang T, Cheng X, Singer A. Marčenko–Pastur law for Tyler’s M-estimator. Journal of Multivariate Analysis. Elsevier BV; 2016 Jul;149:114–123.
Published In
Journal of Multivariate Analysis
DOI
ISSN
0047-259X
Publication Date
July 2016
Volume
149
Start / End Page
114 / 123
Publisher
Elsevier BV
Related Subject Headings
- Statistics & Probability
- 1403 Econometrics
- 0104 Statistics