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

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User-friendly covariance estimation for heavy-tailed distributions
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    User-friendly covariance estimation for heavy-tailed distributions (English)
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    3 February 2020
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    covariance estimation
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    heavy-tailed data
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    \(M\)-estimation
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    nonasymptotics
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    tail robustness
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    truncation
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