Large-Dimensional Behavior of Regularized Maronna's M-Estimators of Covariance Matrices

Nicolas Auguin, David Morales-Jiménez, Matthew R. McKay, Romain Couillet. Large-Dimensional Behavior of Regularized Maronna's M-Estimators of Covariance Matrices. IEEE Transactions on Signal Processing, 66(13):3529-3542, 2018. [doi]

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