120 citations · 545 across the 20 of their papers we have counts for
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stat.ME2016★ 36 cited
Asymptotic and bootstrap tests for subspace dimension
Klaus Nordhausen, Hannu Oja, David E. Tyler
Most linear dimension reduction methods proposed in the literature can be formulated using an appropriate pair of scatter matrices, see e.g. Ye and Weiss (2003), Tyler et al. (2009…
stat.ME2016★ 23 cited
Simultaneous penalized M-estimation of covariance matrices using geodesically convex optimization
Esa Ollila, Ilya Soloveychik, David E. Tyler +1
A common assumption when sampling -dimensional observations from distinct group is the equality of the covariance matrices. In this paper, we propose two penalized -estim…
stat.ME2016★ 10 cited
Geodesic Convexity and Regularized Scatter Estimators
Lutz Duembgen, David E. Tyler
As observed by Auderset et al. (2005) and Wiesel (2012), viewing covariance matrices as elements of a Riemannian manifold and using the concept of geodesic convexity provide useful…