scientific article; zbMATH DE number 7376767
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Publication:5004044
zbMath1469.62348MaRDI QIDQ5004044
Publication date: 30 July 2021
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
phase transitionBernstein-type inequalityregularized estimationhigh dimensional time seriesheavy tailed datacovariance and precision matrixHuber estimation
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35) Statistics of extreme values; tail inference (62G32) Analysis of variance and covariance (ANOVA) (62J10)
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