User-friendly covariance estimation for heavy-tailed distributions (Q2292396)

From MaRDI portal
scientific article
Language Label Description Also known as
English
User-friendly covariance estimation for heavy-tailed distributions
scientific article

    Statements

    User-friendly covariance estimation for heavy-tailed distributions (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    3 February 2020
    0 references
    covariance estimation
    0 references
    heavy-tailed data
    0 references
    \(M\)-estimation
    0 references
    nonasymptotics
    0 references
    tail robustness
    0 references
    truncation
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references