Pages that link to "Item:Q1800790"

The following pages link to Robust covariance and scatter matrix estimation under Huber's contamination model (Q1800790):

Displaying 40 items.

• Scatter halfspace depth: geometric insights. (Q778558) (← links)
• Adaptive robust estimation in sparse vector model (Q820801) (← links)
• Statistical inference for structured high-dimensional models. Abstracts from the workshop held March 11--17, 2018 (Q1731980) (← links)
• High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination (Q1753147) (← links)
• Connecting pairwise geodesic spheres by depth: DCOPS (Q1755114) (← links)
• Halfspace depths for scatter, concentration and shape matrices (Q1990580) (← links)
• On general notions of depth for regression (Q2038290) (← links)
• Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence (Q2073208) (← links)
• Generalized resilience and robust statistics (Q2091838) (← links)
• A minimax framework for quantifying risk-fairness trade-off in regression (Q2091849) (← links)
• Robust sub-Gaussian estimation of a mean vector in nearly linear time (Q2119240) (← links)
• False discovery rate control with unknown null distribution: is it possible to mimic the oracle? (Q2131267) (← links)
• All-in-one robust estimator of the Gaussian mean (Q2131271) (← links)
• Concentration study of M-estimators using the influence function (Q2154967) (← links)
• Optimal robust mean and location estimation via convex programs with respect to any pseudo-norms (Q2159256) (← links)
• Robust sparse covariance estimation by thresholding Tyler's M-estimator (Q2176609) (← links)
• Confidence regions and minimax rates in outlier-robust estimation on the probability simplex (Q2192314) (← links)
• Robust classification via MOM minimization (Q2203337) (← links)
• Excess-risk consistency of group-hard thresholding estimator in robust estimation of Gaussian mean (Q2208713) (← links)
• ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels (Q2209821) (← links)
• User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
• Robust regression via mutivariate regression depth (Q2295029) (← links)
• Scatter halfspace depth for \(K\)-symmetric distributions (Q2322590) (← links)
• Multidimensional linear functional estimation in sparse Gaussian models and robust estimation of the mean (Q2323942) (← links)
• Density estimation with contamination: minimax rates and theory of adaptation (Q2326068) (← links)
• Estimating minimum effect with outlier selection (Q2656596) (← links)
• Robust multivariate mean estimation: the optimality of trimmed mean (Q2656601) (← links)
• Adaptive Huber Regression (Q3304852) (← links)
• Inference robust to outliers with <i>ℓ</i>₁-norm penalization (Q5140337) (← links)
• (Q5148943) (← links)
• (Q5148971) (← links)
• The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models (Q5880769) (← links)
• Depth and outliers for samples of sets and random sets distributions (Q6075100) (← links)
• Non-asymptotic analysis and inference for an outlyingness induced winsorized mean (Q6089298) (← links)
• Tyler's and Maronna's M-estimators: non-asymptotic concentration results (Q6097559) (← links)
• The zonoid region parameter depth (Q6120381) (← links)
• Mining the factor zoo: estimation of latent factor models with sufficient proxies (Q6150517) (← links)
• Volatility prediction comparison via robust volatility proxies: an empirical deviation perspective (Q6150535) (← links)
• Robust supervised learning with coordinate gradient descent (Q6172182) (← links)
• On robustness and local differential privacy (Q6172196) (← links)