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User-Friendly Covariance Estimation for Heavy-Tailed Distributions - MaRDI portal

User-Friendly Covariance Estimation for Heavy-Tailed Distributions

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Publication:135020

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DOI10.1214/19-sts711MaRDI QIDQ135020

Qiang Sun, Yuan Ke, Wen-Xin Zhou, Stanislav Minsker, Zhao Ren

Publication date: 1 August 2019

Published in: Statistical Science (Search for Journal in Brave)

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