Semicircle law of Tyler's M-estimator for scatter

Publication date

2012-01-24

Document type

Forschungsartikel

Author

Glombek, Konstantin

Organisational unit

University of Cologne

DOI

10.1016/j.spl.2012.01.017

URI

https://openhsu.ub.hsu-hh.de/handle/10.24405/22445

Scopus ID

2-s2.0-84857258012

Publisher

Elsevier

Series or journal

Statistics & Probability Letters

ISSN

Periodical volume

82

Periodical issue

5

First page

959

Last page

964

Part of the university bibliography

Nein

Language

English

Keyword

Random matrix

Semicircle law

Spectral distribution

Tyler's M-estimator

Version

Published version

Access right on openHSU

Metadata only access