Robust sparse covariance estimation by thresholding Tyler's M-estimator (Q2176609)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust sparse covariance estimation by thresholding Tyler's M-estimator |
scientific article |
Statements
Robust sparse covariance estimation by thresholding Tyler's M-estimator (English)
0 references
5 May 2020
0 references
covariance matrix estimation
0 references
spectral norm
0 references
elliptical distribution
0 references
sparsity
0 references
Tyler's M-estimator
0 references
thresholding
0 references
0 references
0 references
0 references
0 references
0 references
