A review of Tyler's shape matrix and its extensions (Q6606394)

scientific article; zbMATH DE number 7914290

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English	A review of Tyler's shape matrix and its extensions	scientific article; zbMATH DE number 7914290

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instance of

scholarly article

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title

A review of Tyler's shape matrix and its extensions (English)

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16 September 2024

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zbMATH Keywords

M-estimator

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generalized elliptical distribution

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high dimension

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robust estimator

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regularization

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MaRDI profile type

Publication

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cites work

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Identifiers

DOI

10.1007/978-3-031-22687-8_2

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6606394