Title: Tyler's M-Estimator in High-Dimensional Financial-Data Analysis
Authors: Frahm, Gabriel 
Jaekel, Uwe
Language: eng
Issue Date: 2015
Publisher: Helmut-Schmidt-Universität / Universität der Bundeswehr Hamburg, Chair for Applied Stochastics and Risk Management
Document Type: Working Paper
Journal / Series / Working Paper (HSU): Working Paper / Helmut-Schmidt-Universität, Chair for Applied Stochastics and Risk Management
Publisher Place: Hamburg
Organization Units (connected with the publication): Angewandte Stochastik und Risikomanagement 
URL: https://www.hsu-hh.de/stochastik/wp-content/uploads/sites/772/2017/10/AP-2015-01.pdf
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