| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1145271 | Journal of Multivariate Analysis | 2016 | 10 Pages |
Abstract
This paper studies the limiting behavior of Tyler’s M-estimator for the scatter matrix, in the regime that the number of samples nn and their dimension pp both go to infinity, and p/np/n converges to a constant yy with 0
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Teng Zhang, Xiuyuan Cheng, Amit Singer,