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The random matrix regime of Maronna's M-estimator with elliptically distributed samples - MaRDI portal

The random matrix regime of Maronna's M-estimator with elliptically distributed samples (Q2350052)

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The random matrix regime of Maronna's M-estimator with elliptically distributed samples
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    The random matrix regime of Maronna's M-estimator with elliptically distributed samples (English)
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    18 June 2015
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    random matrix theory
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    robust estimation
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    elliptical distribution
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