Robust covariance estimation under \(L_4\)-\(L_2\) norm equivalence
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Publication:2196239
DOI10.1214/19-AOS1862zbMath1451.62084arXiv1809.10462OpenAlexW3043175749MaRDI QIDQ2196239
Shahar Mendelson, Nikita Zhivotovskiy
Publication date: 28 August 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.10462
Nonparametric robustness (62G35) Nonparametric tolerance and confidence regions (62G15) Analysis of variance and covariance (ANOVA) (62J10)
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