{"id":"https://openalex.org/W1976093296","doi":"https://doi.org/10.1109/ssp.2014.6884560","title":"Robust M-estimator of scatter for large elliptical samples","display_name":"Robust M-estimator of scatter for large elliptical samples","publication_year":2014,"publication_date":"2014-06-01","ids":{"openalex":"https://openalex.org/W1976093296","doi":"https://doi.org/10.1109/ssp.2014.6884560","mag":"1976093296"},"language":"en","primary_location":{"id":"doi:10.1109/ssp.2014.6884560","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ssp.2014.6884560","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2014 IEEE Workshop on Statistical Signal Processing (SSP)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5021257434","display_name":"Romain Couillet","orcid":"https://orcid.org/0000-0001-5755-2090"},"institutions":[{"id":"https://openalex.org/I102475099","display_name":"Sup\u00e9lec","ror":"https://ror.org/00n7gwn90","country_code":"FR","type":"education","lineage":["https://openalex.org/I102475099"]},{"id":"https://openalex.org/I4210097418","display_name":"Laboratoire des signaux et syst\u00e8mes","ror":"https://ror.org/00skw9v43","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I277688954","https://openalex.org/I277688954","https://openalex.org/I4210097418","https://openalex.org/I4210107720"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Romain Couillet","raw_affiliation_strings":["Telecommunication department, Gif sur Yvette, France","Telecommun. Dept, SUPELEC, Gif-sur-Yvette, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Telecommunication department, Gif sur Yvette, France","institution_ids":["https://openalex.org/I4210097418"]},{"raw_affiliation_string":"Telecommun. Dept, SUPELEC, Gif-sur-Yvette, France","institution_ids":["https://openalex.org/I102475099"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5089919393","display_name":"Fr\u00e9d\u00e9ric Pascal","orcid":"https://orcid.org/0000-0003-0196-6395"},"institutions":[{"id":"https://openalex.org/I102475099","display_name":"Sup\u00e9lec","ror":"https://ror.org/00n7gwn90","country_code":"FR","type":"education","lineage":["https://openalex.org/I102475099"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Frederic Pascal","raw_affiliation_strings":["SONDRA Laboratory, Gif sur Yvette, France","SONDRA Lab., SUPELEC, Gif-sur-Yvette, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"SONDRA Laboratory, Gif sur Yvette, France","institution_ids":[]},{"raw_affiliation_string":"SONDRA Lab., SUPELEC, Gif-sur-Yvette, France","institution_ids":["https://openalex.org/I102475099"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"4"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9965000152587891,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9965000152587891,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11716","display_name":"Random Matrices and Applications","score":0.9954000115394592,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9939000010490417,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.8797876834869385},{"id":"https://openalex.org/keywords/limiting","display_name":"Limiting","score":0.6545590162277222},{"id":"https://openalex.org/keywords/scatter-matrix","display_name":"Scatter matrix","score":0.6194953322410583},{"id":"https://openalex.org/keywords/eigenvalues-and-eigenvectors","display_name":"Eigenvalues and eigenvectors","score":0.5505566000938416},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5497602820396423},{"id":"https://openalex.org/keywords/population","display_name":"Population","score":0.504412055015564},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4850022494792938},{"id":"https://openalex.org/keywords/sample-size-determination","display_name":"Sample size determination","score":0.4434664845466614},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.4409494996070862},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.3992115259170532},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.39814430475234985},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.24514782428741455},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.061540037393569946}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.8797876834869385},{"id":"https://openalex.org/C188198153","wikidata":"https://www.wikidata.org/wiki/Q1613840","display_name":"Limiting","level":2,"score":0.6545590162277222},{"id":"https://openalex.org/C176917957","wikidata":"https://www.wikidata.org/wiki/Q7430596","display_name":"Scatter matrix","level":4,"score":0.6194953322410583},{"id":"https://openalex.org/C158693339","wikidata":"https://www.wikidata.org/wiki/Q190524","display_name":"Eigenvalues and eigenvectors","level":2,"score":0.5505566000938416},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5497602820396423},{"id":"https://openalex.org/C2908647359","wikidata":"https://www.wikidata.org/wiki/Q2625603","display_name":"Population","level":2,"score":0.504412055015564},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4850022494792938},{"id":"https://openalex.org/C129848803","wikidata":"https://www.wikidata.org/wiki/Q2564360","display_name":"Sample size determination","level":2,"score":0.4434664845466614},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4409494996070862},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.3992115259170532},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.39814430475234985},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.24514782428741455},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.061540037393569946},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C149923435","wikidata":"https://www.wikidata.org/wiki/Q37732","display_name":"Demography","level":1,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C180877172","wikidata":"https://www.wikidata.org/wiki/Q5401390","display_name":"Estimation of covariance matrices","level":3,"score":0.0},{"id":"https://openalex.org/C144024400","wikidata":"https://www.wikidata.org/wiki/Q21201","display_name":"Sociology","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/ssp.2014.6884560","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ssp.2014.6884560","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2014 IEEE Workshop on Statistical Signal Processing (SSP)","raw_type":"proceedings-article"},{"id":"pmh:oai:HAL:hal-01092916v1","is_oa":false,"landing_page_url":"https://centralesupelec.hal.science/hal-01092916","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"IEEE SSP'14, Jun 2014, Gold Coast, Australia. pp.1-4, ⟨10.1109/SSP.2014.6884560⟩","raw_type":"info:eu-repo/semantics/conferenceObject"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W1968046779","https://openalex.org/W1971523416","https://openalex.org/W1979573625","https://openalex.org/W1992511687","https://openalex.org/W2011892826","https://openalex.org/W2039953809","https://openalex.org/W2046033161","https://openalex.org/W2112790040","https://openalex.org/W2138136390","https://openalex.org/W2143045817","https://openalex.org/W3105672394","https://openalex.org/W4299657353","https://openalex.org/W6677174347","https://openalex.org/W6681152992","https://openalex.org/W6786204880"],"related_works":["https://openalex.org/W4287880334","https://openalex.org/W4366700029","https://openalex.org/W4285230481","https://openalex.org/W4385769873","https://openalex.org/W4281634296","https://openalex.org/W4319161863","https://openalex.org/W2371687270","https://openalex.org/W4311888330","https://openalex.org/W2517641583","https://openalex.org/W4221071877"],"abstract_inverted_index":{"It":[0],"is":[1,63,81],"shown":[2],"that":[3],"Maronna's":[4],"robust":[5,72],"M-estimator":[6],"of":[7,49,71,78,89],"scatter":[8],"for":[9],"elliptical":[10],"samples":[11],"behaves":[12],"similar":[13],"to":[14,35,45,55,86],"an":[15,68],"analytically":[16],"tractable":[17],"random":[18],"matrix":[19],"model":[20],"in":[21,53],"the":[22,27,38,47,76,87,90],"limiting":[23,58],"regime":[24],"where":[25],"both":[26],"population":[28],"N":[29],"and":[30,52],"sample":[31],"n":[32],"sizes":[33],"grow":[34],"infinity":[36],"at":[37],"same":[39],"speed.":[40],"This":[41,61],"result":[42],"allows":[43],"us":[44],"understand":[46],"structure":[48],"such":[50],"estimators":[51],"particular":[54],"derive":[56],"their":[57],"eigenvalue":[59],"distributions.":[60],"analysis":[62],"a":[64],"first":[65],"step":[66],"towards":[67],"improved":[69],"usage":[70],"estimation":[73],"methods":[74],"when":[75],"number":[77],"independent":[79],"observations":[80],"not":[82],"too":[83],"large":[84],"compared":[85],"size":[88],"population.":[91]},"counts_by_year":[{"year":2015,"cited_by_count":1}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}