The random matrix regime of Maronna’s M-estimator with elliptically distributed samples (English)
- New search for: Couillet, Romain
- New search for: Pascal, Frédéric
- New search for: Silverstein, Jack W.
- New search for: Couillet, Romain
- New search for: Pascal, Frédéric
- New search for: Silverstein, Jack W.
In:
Journal of Multivariate Analysis
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139
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56-78
;
2013
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ISSN:
- Article (Journal) / Electronic Resource
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Title:The random matrix regime of Maronna’s M-estimator with elliptically distributed samples
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Contributors:
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Published in:Journal of Multivariate Analysis ; 139 ; 56-78
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Publisher:
- New search for: Elsevier Inc.
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Publication date:2013-12-02
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Size:23 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 139
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Variance and covariance inequalities for truncated joint normal distribution via monotone likelihood ratio and log-concavityMukerjee, Rahul / Ong, S.H. et al. | 2013
- 7
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Testing homogeneity of mean vectors under heteroscedasticity in high-dimensionYamada, Takayuki / Himeno, Tetsuto et al. | 2014
- 28
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Contributions to the diagonal expansion of a bivariate copula with continuous extensionsCuadras, Carles M. et al. | 2014
- 45
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A mixed model for complete three or higher-way layout with two random effects factorsGüven, Bilgehan et al. | 2014
- 56
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The random matrix regime of Maronna’s M-estimator with elliptically distributed samplesCouillet, Romain / Pascal, Frédéric / Silverstein, Jack W. et al. | 2013
- 79
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High-dimensional tests for spherical location and spiked covarianceLey, Christophe / Paindaveine, Davy / Verdebout, Thomas et al. | 2014
- 92
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Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigrationBarczy, Mátyás / Körmendi, Kristóf / Pap, Gyula et al. | 2014
- 124
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Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix modelsPassemier, Damien / McKay, Matthew R. / Chen, Yang et al. | 2014
- 147
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Data driven smooth test of comparison for dependent sequencesDoukhan, P. / Pommeret, D. / Reboul, L. et al. | 2013
- 166
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Consistency and asymptotic normality for a nonparametric prediction under measurement errorsMynbaev, Kairat / Martins-Filho, Carlos et al. | 2014
- 189
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Estimating the parameters of multiple chirp signalsLahiri, Ananya / Kundu, Debasis / Mitra, Amit et al. | 2013
- 207
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Sharp lower and upper bounds for the Gaussian rank of a graphBen-David, Emanuel et al. | 2014
- 219
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A bivariate Gompertz–Makeham life distributionMarshall, Albert W. / Olkin, Ingram et al. | 2014
- 227
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Model detection and estimation for single-index varying coefficient modelFeng, Sanying / Xue, Liugen et al. | 2014
- 245
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Prediction of stationary Gaussian random fields with incomplete quarterplane pastCheng, Raymond et al. | 2014
- 259
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On mixtures of copulas and mixing coefficientsLongla, Martial et al. | 2014
- 266
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High dimensional single index modelsRadchenko, Peter et al. | 2014
- 283
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On idempotent -normsFalk, Michael et al. | 2013
- 295
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Parametric transformed Fay–Herriot model for small area estimationSugasawa, Shonosuke / Kubokawa, Tatsuya et al. | 2014
- 312
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A unified approach to estimating a normal mean matrix in high and low dimensionsTsukuma, Hisayuki / Kubokawa, Tatsuya et al. | 2014
- 329
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Semiparametric estimation with missing covariatesBravo, Francesco et al. | 2014
- 347
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A two-step estimation method for grouped data with connections to the extended growth curve model and partial least squares regressionLi, Ying / Udén, Peter / von Rosen, Dietrich et al. | 2014
- 360
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Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensionsLedoit, Olivier / Wolf, Michael et al. | 2013
- IFC
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Editorial Board| 2015