Tyler's and Maronna's M-estimators: Non-asymptotic concentration results.
Elad RomanovGil KurBoaz NadlerPublished in: J. Multivar. Anal. (2023)
Keyphrases
- rates of convergence
- asymptotic properties
- central limit theorem
- worst case
- expected values
- closed form expressions
- confidence intervals
- unbiased estimator
- website
- database
- finite sample
- regression function
- image processing
- high energy
- genetic algorithm
- variance estimator
- large deviations
- asymptotically optimal
- artificial neural networks
- expert systems
- neural network