ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions (Q4690955)
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scientific article; zbMATH DE number 6962789
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions |
scientific article; zbMATH DE number 6962789 |
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ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions (English)
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23 October 2018
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multivariate Kendall's tau
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elliptical component analysis
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sparse principal component analysis
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optimality property
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robust estimators
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elliptical distribution
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