Semicircle Law for Tyler's M-Estimator of Scatter
arXiv:1004.3938
Abstract
We show convergence in probability of the spectral distribution of Tyler's M-estimator for scatter to the semicircle law.
arXiv comment11 pages
arXiv:1004.3938
We show convergence in probability of the spectral distribution of Tyler's M-estimator for scatter to the semicircle law.
arXiv comment11 pages