Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A Concentration of Measure and Random Matrix Approach to Large
  Dimensional Robust Statistics   This article studies the \emph{robust covariance matrix estimation} of a data
collection $X = (x_1,\ldots,x_n)$ with $x_i = \sqrt \tau_i z_i + m$, where $z_i
\in \mathbb R^p$ is a \textit{concentrated vector} (e.g., an elliptical random
vector), $m\in \mathbb R^p$ a deterministic signal and $\tau_i\in \mathbb R$ a
scalar perturbation of possibly large amplitude, under the assumption where
both $n$ and $p$ are large. This estimator is defined as the fixed point of a
function which we show is contracting for a so-called \textit{stable
semi-metric}. We exploit this semi-metric along with concentration of measure
arguments to prove the existence and uniqueness of the robust estimator as well
as evaluate its limiting spectral distribution.

8
The categories of this paper are: hep-ex
32
The categories of this paper are: atom-ph
15
The categories of this paper are: nucl-ex
5
The categories of this paper are: gr-qc
28
The categories of this paper are: alg-geom
23
The categories of this paper are: solv-int
0
The categories of this paper are: hep-ph
10
The categories of this paper are: q-bio
19
The categories of this paper are: eess
6
The categories of this paper are: astro-ph
22
The categories of this paper are: chao-dyn
27
The categories of this paper are: comp-gas
17
The categories of this paper are: q-fin
36
The categories of this paper are: cmp-lg
9
The categories of this paper are: nlin
12
The categories of this paper are: nucl-th