The following publications are possibly variants of this publication:
- Robust Estimates of Covariance Matrices in the Large Dimensional RegimeRomain Couillet, Frédéric Pascal 0001, Jack W. Silverstein. TIT, 60(11):7269-7278, 2014. [doi]
- Large dimensional analysis and optimization of robust shrinkage covariance matrix estimatorsRomain Couillet, Matthew McKay. ma, 131:99-120, 2014. [doi]
- Estimation of Toeplitz Covariance Matrices in Large Dimensional Regime With Application to Source DetectionJulia Vinogradova, Romain Couillet, Walid Hachem. tsp, 63(18):4903-4913, 2015. [doi]
- Robust shrinkage M-estimators of large covariance matricesNicolas Auguin, David Morales-Jiménez, Matthew R. McKay, Romain Couillet. gacm 2016: 1-4 [doi]