Pages that link to "Item:Q1091707"

The following pages link to Methods of \(L_ 1\) estimation of a covariance matrix (Q1091707):

Displaying 15 items.

• A pure \(L_1\)-norm principal component analysis (Q333698) (← links)
• Rank covariance matrix estimation of a partially known covariance matrix (Q951021) (← links)
• Sign eigenanalysis and its applications to optimization problems and robust statistics (Q959143) (← links)
• L1-norm projection pursuit principal component analysis (Q959241) (← links)
• Robust centroid method (Q1010410) (← links)
• The role of the covariance matrix in the least-squares estimation for a common mean (Q1369301) (← links)
• On principal component analysis in \(L_{1}\). (Q1614834) (← links)
• Transposition invariant principal component analysis in \(L_{1}\) for long tailed data (Q1767746) (← links)
• Robust minimum information loss estimation (Q1800111) (← links)
• The optimality of the centroid method (Q2259885) (← links)
• Computing robust covariances with collinear data (Q3976294) (← links)
• (Q4885818) (← links)
• Deep survival algorithm based on nuclear norm (Q5086082) (← links)
• Robust Q-mode principal component analysis in \(L_{1}\) (Q5941545) (← links)
• Robust multi-view discriminant analysis with view-consistency (Q6199736) (← links)