Pages that link to "Item:Q2278677"
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The following pages link to Robust modifications of U-statistics and applications to covariance estimation problems (Q2278677):
Displaying 14 items.
- Robust estimation of \(U\)-statistics (Q335650) (← links)
- Statistical inference for structured high-dimensional models. Abstracts from the workshop held March 11--17, 2018 (Q1731980) (← links)
- Approximating \(L_p\) unit balls via random sampling (Q2039571) (← links)
- New challenges in covariance estimation: multiple structures and coarse quantization (Q2106471) (← links)
- Robust covariance estimation for distributed principal component analysis (Q2150893) (← links)
- Robust covariance estimation under \(L_4\)-\(L_2\) norm equivalence (Q2196239) (← links)
- Moment inequalities for matrix-valued U-statistics of order 2 (Q2279328) (← links)
- User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
- (Q4998879) (← links)
- Understanding Implicit Regularization in Over-Parameterized Single Index Model (Q6185498) (← links)
- Mean estimation in high dimension (Q6200221) (← links)
- Gaussian differentially private robust mean estimation and inference (Q6589584) (← links)
- Robust estimation of covariance matrices: adversarial contamination and beyond (Q6593376) (← links)
- Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails (Q6656606) (← links)
