High-dimensional covariance estimation under the presence of outliers (Q1747606)
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scientific article; zbMATH DE number 6866953
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| English | High-dimensional covariance estimation under the presence of outliers |
scientific article; zbMATH DE number 6866953 |
Statements
High-dimensional covariance estimation under the presence of outliers (English)
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8 May 2018
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difference convex programming
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eigenvalue regularization
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ES-algorithm
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Huber function
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0.8028045296669006
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0.7979775071144104
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0.7936306595802307
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0.7763195037841797
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