A concentration of measure and random matrix approach to large-dimensional robust statistics

DOI10.1214/22-AAP1801MaRDI QIDQ2108907

Cosme Louart, Romain Couillet

Publication date: 20 December 2022

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.09728

zbMATH Keywords

random matrix theoryconcentration of measurerobust estimation

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Random matrices (probabilistic aspects) (60B20)

Related Items (1)

A concentration of measure and random matrix approach to large-dimensional robust statistics

Cites Work

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• Robust Estimation of a Location Parameter

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