Robust estimation of precision matrices under cellwise contamination (Q1660231)

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Robust estimation of precision matrices under cellwise contamination
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    title
    Robust estimation of precision matrices under cellwise contamination (English)
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    author
    Samuel Müller
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    Neville C. Weber
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    publication date
    15 August 2018
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    Mathematics Subject Classification ID
    62-08
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    62H12
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    62F35
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    zbMATH DE Number
    6918714
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    zbMATH Keywords
    precision matrix
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    covariance matrix
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    robust estimation
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    data mining
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