120 citations · 545 across the 20 of their papers we have counts for
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stat.ME2020★ 2 cited
Linear pooling of sample covariance matrices
Elias Raninen, David E. Tyler, Esa Ollila
We consider the problem of estimating high-dimensional covariance matrices of -populations or classes in the setting where the sample sizes are comparable to the data dimension.…
stat.ME2020
Breakdown points of penalized and hybrid M-estimators of covariance
David E. Tyler, Mengxi Yi
We introduce a class of hybrid M-estimators of multivariate scatter which, analogous to the popular spatial sign covariance matrix (SSCM), possess high breakdown points. We also sh…