Robust estimation of high-dimensional covariance and precision matrices (Q5384584)
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scientific article; zbMATH DE number 7072412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation of high-dimensional covariance and precision matrices |
scientific article; zbMATH DE number 7072412 |
Statements
Robust estimation of high-dimensional covariance and precision matrices (English)
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24 June 2019
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constrained \(\ell_1\)-minimization
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leptokurtosis
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minimax rate
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robustness
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thresholding
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