High-dimensional covariance estimation under the presence of outliers
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Publication:1747606
DOI10.4310/SII.2016.v9.n4.a6zbMath1405.62057MaRDI QIDQ1747606
Hsin-Cheng Huang, Thomas C. M. Lee
Publication date: 8 May 2018
Published in: Statistics and Its Interface (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4310/sii.2016.v9.n4.a6
62H12: Estimation in multivariate analysis
62F35: Robustness and adaptive procedures (parametric inference)
90C25: Convex programming
62J10: Analysis of variance and covariance (ANOVA)
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