fitHeavyTail

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Software:92791

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CRANfitHeavyTailMaRDI QIDQ92791

Mean and Covariance Matrix Estimation under Heavy Tails

Daniel P. Palomar, Xiwen Wang, Rui Zhou

Last update: 1 May 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.1.4, 0.2.0

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