Romain Couillet. Robust spiked random matrices and a robust G-MUSIC estimator. J. Multivariate Analysis, 140:139-161, 2015. [doi]
@article{Couillet15,
title = {Robust spiked random matrices and a robust G-MUSIC estimator},
author = {Romain Couillet},
year = {2015},
doi = {10.1016/j.jmva.2015.05.009},
url = {http://dx.doi.org/10.1016/j.jmva.2015.05.009},
researchr = {https://researchr.org/publication/Couillet15},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {140},
pages = {139-161},
}