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A Concentration of Measure and Random Matrix Approach to Large Dimensional Robust Statistics - MaRDI portal

A Concentration of Measure and Random Matrix Approach to Large Dimensional Robust Statistics

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Publication:6343112

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DOI10.1214/22-AAP1801arXiv2006.09728MaRDI QIDQ6343112

Romain Couillet, Cosme Louart

Publication date: 17 June 2020

Mathematics Subject Classification ID

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

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