120 citations · 265 across the 6 of their papers we have counts for
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math.ST2019★ 3 cited
Shrinking the Sample Covariance Matrix using Convex Penalties on the Matrix-Log Transformation
David E. Tyler, Mengxi Yi
For -dimensional data, penalized versions of the sample covariance matrix are important when the sample size is small or modest relative to . Since the negative log-likelihoo…
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…
math.ST2012★ 95 cited
Robust functional principal components: A projection-pursuit approach
Juan Lucas Bali, Graciela Boente, David E. Tyler +1
In many situations, data are recorded over a period of time and may be regarded as realizations of a stochastic process. In this paper, robust estimators for the principal componen…