Shrinking the eigenvalues of M-estimators of covariance matrix

Esa Ollila, Daniel P. Palomar, Frederic Pascal

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      Robust Statistics for High-dimensional Data

      Ollila, E. (Principal investigator), Raninen, E. (Project Member), Basiri, S. (Project Member), Tabassum, M. N. (Project Member) & Mian, A. (Project Member)

      01/09/201631/12/2020

      Project: Academy of Finland: Other research funding