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The joint estimation of means and scatter matrices is often a core problem inmultivariate analysis. In order to overcome robustness issues, such as outliersfrom Gaussian assumption, M-estimators are now preferred to the traditionalsample mean and sample covariance matrix. These estimators are well establishedand studied in the real case since the seventies. Their extension to thecomplex case has drawn recent interest. In this letter, we derive theasymptotic performance of complex M-estimators for multivariate location andscatter matrix estimation.

Asymptotic Performance of Complex M-estimators for Multivariate Location and Scatter Estimation