Marčenko–Pastur law for Tyler’s M-estimator

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Zhang, T; Cheng, X; Singer, A

Published Date

  • July 2016

Published In

Volume / Issue

  • 149 /

Start / End Page

  • 114 - 123

Published By

International Standard Serial Number (ISSN)

  • 0047-259X

Digital Object Identifier (DOI)

  • 10.1016/j.jmva.2016.03.010

Language

  • en