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researcher

Gabriel Frahm

4 papers hereh-index 141.2k citations61 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author2

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • cs.GT1
  • math.ST1
  • physics.soc-ph1
  • q-fin.GN1
same name
  • Gabriel Frahm — 1 paper, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20052015
most citedRandom matrix theory and robust covariance matrix estimation for financial data

13 citations · 14 across the 3 of their papers we have counts for

collaborators
Showing 2010Show all

1 paper · 1 filter

math.ST2010★ 1 cited

Semicircle Law for Tyler's M-Estimator of Scatter

Gabriel Frahm, Konstantin Glombek

We show convergence in probability of the spectral distribution of Tyler's M-estimator for scatter to the semicircle law.

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.