High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
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Publication:1753147
DOI10.1214/18-EJS1427zbMath1412.62057arXiv1509.07229OpenAlexW2964232515MaRDI QIDQ1753147
Publication date: 28 May 2018
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.07229
Kendall's tauSpearman's rhocellwise contaminationmedian absolute deviationrobust covariance matrix estimation
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