Tyler's and Maronna's M-estimators: Non-asymptotic concentration results

Elad Romanov, Gil Kur, Boaz Nadler. Tyler's and Maronna's M-estimators: Non-asymptotic concentration results. J. Multivariate Analysis, 196:105184, 2023. [doi]

Authors

Elad Romanov

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Gil Kur

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Boaz Nadler

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