Robust modifications of U-statistics and applications to covariance estimation problems
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Publication:2278677
DOI10.3150/19-BEJ1149zbMath1457.62147arXiv1801.05565OpenAlexW2990044133MaRDI QIDQ2278677
Xiaohan Wei, Stanislav Minsker
Publication date: 5 December 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.05565
Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Analysis of variance and covariance (ANOVA) (62J10)
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