Pages that link to "Item:Q2292396"
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The following pages link to User-friendly covariance estimation for heavy-tailed distributions (Q2292396):
Displaying 12 items.
- Robust parameter estimation of regression models under weakened moment assumptions (Q2081782) (← links)
- New challenges in covariance estimation: multiple structures and coarse quantization (Q2106471) (← links)
- Covariance estimation under one-bit quantization (Q2112828) (← links)
- Robust covariance estimation for distributed principal component analysis (Q2150893) (← links)
- Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
- User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
- Kronecker-structured covariance models for multiway data (Q2678238) (← links)
- Large-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric Data (Q6092949) (← links)
- Tyler's and Maronna's M-estimators: non-asymptotic concentration results (Q6097559) (← links)
- Rate-optimal robust estimation of high-dimensional vector autoregressive models (Q6117053) (← links)
- Robustifying Markowitz (Q6150519) (← links)
- Estimates of matrix solutions of operator equations with random parameters under uncertainties (Q6180911) (← links)
