Elad Romanov, Gil Kur, Boaz Nadler. Tyler's and Maronna's M-estimators: Non-asymptotic concentration results. J. Multivariate Analysis, 196:105184, 2023. [doi]
@article{RomanovKN23,
title = {Tyler's and Maronna's M-estimators: Non-asymptotic concentration results},
author = {Elad Romanov and Gil Kur and Boaz Nadler},
year = {2023},
doi = {10.1016/j.jmva.2023.105184},
url = {https://doi.org/10.1016/j.jmva.2023.105184},
researchr = {https://researchr.org/publication/RomanovKN23},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {196},
pages = {105184},
}