143 citations · 522 across the 25 of their papers we have counts for
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math.PR2014★ 3 cited
Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals
Romain Couillet, Abla Kammoun, Frédéric Pascal
A central limit theorem for bilinear forms of the type , where are unit norm deterministic vectors and a robust-shrinkag…
math.PR2013★ 5 cited
The Random Matrix Regime of Maronna's M-estimator with elliptically distributed samples
Romain Couillet, Frédéric Pascal, Jack W. Silverstein
This article demonstrates that the robust scatter matrix estimator of a multivariate elliptical population …