User-friendly covariance estimation for heavy-tailed distributions (Q2292396): Difference between revisions

@@ Property / arXiv ID @@
+.01520
@@ Property / arXiv ID: 1811.01520 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust estimation of high-dimensional covariance and precision matrices
+Normal rank
@@ Property / cites work @@
+Regularized estimation of large covariance matrices
+Normal rank
@@ Property / cites work @@
+Covariance regularization by thresholding
@@ Property / cites work: Covariance regularization by thresholding / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical risk minimization for heavy-tailed losses
+Normal rank
@@ Property / cites work @@
+Asymptotics for the minimum covariance determinant estimator
+Normal rank
@@ Property / cites work @@
+A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
+Normal rank
@@ Property / cites work @@
+Optimal rates of convergence for covariance matrix estimation
+Normal rank
@@ Property / cites work @@
+Challenging the empirical mean and empirical variance: a deviation study
+Normal rank
@@ Property / cites work @@
+Robust covariance and scatter matrix estimation under Huber's contamination model
+Normal rank
@@ Property / cites work @@
+Empirical properties of asset returns: stylized facts and statistical issues
+Normal rank
@@ Property / cites work @@
+The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
+Normal rank
@@ Property / cites work @@
+Sub-Gaussian mean estimators
@@ Property / cites work: Sub-Gaussian mean estimators / rank @@
+Normal rank
@@ Property / cites work @@
+An overview of the estimation of large covariance and precision matrices
+Normal rank
@@ Property / cites work @@
+I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error
+Normal rank
@@ Property / cites work @@
+Asymptotically optimal difference-based estimation of variance in nonparametric regression
+Normal rank
@@ Property / cites work @@
+A General Qualitative Definition of Robustness
@@ Property / cites work: A General Qualitative Definition of Robustness / rank @@
+Normal rank
@@ Property / cites work @@
+Q2810786
@@ Property / cites work: Q2810786 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Estimation of a Location Parameter
@@ Property / cites work: Robust Estimation of a Location Parameter / rank @@
+Normal rank
@@ Property / cites work @@
+High-breakdown robust multivariate methods
@@ Property / cites work: High-breakdown robust multivariate methods / rank @@
+Normal rank
@@ Property / cites work @@
+User-friendly covariance estimation for heavy-tailed distributions
+Normal rank
@@ Property / cites work @@
+Optimal pointwise adaptive methods in nonparametric estimation
+Normal rank
@@ Property / cites work @@
+On a Problem of Adaptive Estimation in Gaussian White Noise
+Normal rank
@@ Property / cites work @@
+On a notion of data depth based on random simplices
+Normal rank
@@ Property / cites work @@
+Minimax estimation of large precision matrices with bandable Cholesky factor
+Normal rank
@@ Property / cites work @@
+Robust singular value decomposition analysis of microarray data
+Normal rank
@@ Property / cites work @@
+High-dimensional covariance matrix estimation with missing observations
+Normal rank
@@ Property / cites work @@
+Sub-Gaussian estimators of the mean of a random vector
+Normal rank
@@ Property / cites work @@
+Robust m-estimators of multivariate location and scatter
+Normal rank
@@ Property / cites work @@
+Robust covariance estimation under \(L_4\)-\(L_2\) norm equivalence
+Normal rank
@@ Property / cites work @@
+Geometric median and robust estimation in Banach spaces
+Normal rank
@@ Property / cites work @@
+Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries
+Normal rank
@@ Property / cites work @@
+Robust modifications of U-statistics and applications to covariance estimation problems
+Normal rank
@@ Property / cites work @@
+On depth and deep points: A calculus.
@@ Property / cites work: On depth and deep points: A calculus. / rank @@
+Normal rank
@@ Property / cites work @@
+Q3967358
@@ Property / cites work: Q3967358 / rank @@
+Normal rank
@@ Property / cites work @@
+A Robust Journey in the New Millennium
@@ Property / cites work: A Robust Journey in the New Millennium / rank @@
+Normal rank
@@ Property / cites work @@
+Error Distribution for Gene Expression Data
@@ Property / cites work: Error Distribution for Gene Expression Data / rank @@
+Normal rank
@@ Property / cites work @@
+Bandwidth choice for nonparametric regression
@@ Property / cites work: Bandwidth choice for nonparametric regression / rank @@
+Normal rank
@@ Property / cites work @@
+Least Median of Squares Regression
@@ Property / cites work: Least Median of Squares Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q3683344
@@ Property / cites work: Q3683344 / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping robust estimates of regression
@@ Property / cites work: Bootstrapping robust estimates of regression / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive Huber Regression
@@ Property / cites work: Adaptive Huber Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q4117205
@@ Property / cites work: Q4117205 / rank @@
+Normal rank
@@ Property / cites work @@
+A distribution-free M-estimator of multivariate scatter
+Normal rank
@@ Property / cites work @@
+A New Principle for Tuning-Free Huber Regression
@@ Property / cites work: A New Principle for Tuning-Free Huber Regression / rank @@
+Normal rank
@@ Property / cites work @@
+High breakdown-point and high efficiency robust estimates for regression
+Normal rank
@@ Property / cites work @@
+Marčenko-Pastur law for Tyler's M-estimator
@@ Property / cites work: Marčenko-Pastur law for Tyler's M-estimator / rank @@
+Normal rank
@@ Property / cites work @@
+Sparse precision matrix estimation via lasso penalized D-trace loss
+Normal rank
@@ Property / cites work @@
+General notions of statistical depth function.
@@ Property / cites work: General notions of statistical depth function. / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2979685185
@@ Property / OpenAlex ID: W2979685185 / rank @@
+Normal rank