On robust estimators of a sphericity measure in high dimension

DOI10.1007/978-3-031-22687-8_9MaRDI QIDQ6606403

Publication date: 16 September 2024

elliptical distributions robust statistics high-dimensional statistics sign covariance matrix M-estimators of scatter matrix sphericity parameter

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Multivariate analysis (62Hxx)

Cites Work

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