Marčenko–Pastur law for Tyler’s M-estimator

Document Details

Document Type
Pub Defense Publication
Publication Date
Jul 01, 2016
Source ID
10.1016/j.jmva.2016.03.010

Entities

People

  • Amit Singer
  • Teng Zhang
  • Xiuyuan Cheng

Organizations

  • Air Force Office of Scientific Research
  • National Institute of General Medical Sciences
  • Simons Foundation