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20132019
most citedEstimation of the population spectral distribution from a large dimensional sample covariance matrix

4 citations · 6 across the 5 of their papers we have counts for

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math.ST2017

On spectral properties of high-dimensional spatial-sign covariance matrices in elliptical distributions with applications

Weiming Li, Wang Zhou

Spatial-sign covariance matrix (SSCM) is an important substitute of sample covariance matrix (SCM) in robust statistics. This paper investigates the SSCM on its asymptotic spectral…