User-friendly covariance estimation for heavy-tailed distributions (Q2292396)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | User-friendly covariance estimation for heavy-tailed distributions |
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User-friendly covariance estimation for heavy-tailed distributions (English)
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3 February 2020
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covariance estimation
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heavy-tailed data
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\(M\)-estimation
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nonasymptotics
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tail robustness
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truncation
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