Pages that link to "Item:Q1747606"
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The following pages link to High-dimensional covariance estimation under the presence of outliers (Q1747606):
Displaying 6 items.
- Robust dependence modeling for high-dimensional covariance matrices with financial applications (Q1624844) (← links)
- Robust estimation of precision matrices under cellwise contamination (Q1660231) (← links)
- Robust covariance estimation for approximate factor models (Q1739628) (← links)
- Robust covariance and scatter matrix estimation under Huber's contamination model (Q1800790) (← links)
- Outlier detection and robust covariance estimation using mathematical programming (Q2442793) (← links)
- Covariance estimation via fiducial inference (Q5880096) (← links)