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引用次数: 0
摘要
泰勒 M 估计器作为样本协方差矩阵的稳健替代方法，已被广泛应用于稳健统计中。然而，Tyler's M 估计器的经典理论主要是在统计学中发展起来的。
Tests for large-dimensional shape matrices via Tyler’s M estimators
Tyler’s M estimator, as a robust alternative to the sample covariance matrix, has been widely applied in robust statistics. However, classical theory on Tyler’s M estimator is mainly developed in t...
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