{"paper":{"title":"The random matrix regime of Maronna's M-estimator for observations corrupted by elliptical noises","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.IT","math.ST","stat.TH"],"primary_cat":"cs.IT","authors_text":"Abla Kammoun, Mohamed-Slim Alouini","submitted_at":"2014-12-29T13:56:24Z","abstract_excerpt":"This article studies the behavior of the Maronna robust scatter estimator $\\hat{C}_N\\in \\mathbb{C}^{N\\times N}$ of a sequence of observations $y_1,...,y_n$ which is composed of a $K$ dimensional signal drown in a heavy tailed noise, i.e $y_i=A_N s_i+x_i$ where $A_N \\in \\mathbb{C}^{N\\times K}$ and $x_i$ is drawn from elliptical distribution.\n  In particular, we prove that as the population dimension $N$, the number of observations $n$ and the rank of $A_N$ grow to infinity at the same pace and under some mild assumptions, the robust scatter matrix can be characterized by a random matrix $\\hat{S"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1412.8344","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}