120 citations · 545 across the 20 of their papers we have counts for
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math.ST2014★ 14 cited
Breakdown Properties of the M-Estimators of Multivariate Scatter
David E. Tyler
The M-estimators of multivariate scatter are known to have breakdown points no greater than 1/(p+1), where p is the dimension of the data. In high dimension, the breakdown points a…
stat.AP2014★ 120 cited
Regularized -estimators of scatter matrix
Esa Ollila, David E. Tyler
In this paper, a general class of regularized -estimators of scatter matrix are proposed which are suitable also for low or insufficient sample support (small and large )…
stat.ME2014★ 49 cited
A cautionary note on robust covariance plug-in methods
Klaus Nordhausen, David E. Tyler
Many multivariate statistical methods rely heavily on the sample covariance matrix. It is well known though that the sample covariance matrix is highly non-robust. One popular alte…