The following publications are possibly variants of this publication:
- Large dimensional analysis and optimization of robust shrinkage covariance matrix estimatorsRomain Couillet, Matthew McKay. ma, 131:99-120, 2014. [doi]
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- Large Dimensional Analysis of Robust M-Estimators of Covariance With OutliersDavid Morales-Jiménez, Romain Couillet, Matthew R. McKay. tsp, 63(21):5784-5797, 2015. [doi]
- Robust covariance estimation and linear shrinkage in the large dimensional regimeRomain Couillet, Matthew McKay. mlsp 2014: 1-6 [doi]
- Robust Estimates of Covariance Matrices in the Large Dimensional RegimeRomain Couillet, Frédéric Pascal 0001, Jack W. Silverstein. TIT, 60(11):7269-7278, 2014. [doi]