Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails (Q6656606)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails |
scientific article; zbMATH DE number 7961544
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails |
scientific article; zbMATH DE number 7961544 |
Statements
Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails (English)
0 references
3 January 2025
0 references
covariance estimation
0 references
heavy-tailed data
0 references
robust statistics
0 references
0 references
0 references
