Robust Covariance Matrix Estimation for High-Dimensional Compositional Data with Application to Sales Data Analysis (Q6190722)
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scientific article; zbMATH DE number 7813800
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Covariance Matrix Estimation for High-Dimensional Compositional Data with Application to Sales Data Analysis |
scientific article; zbMATH DE number 7813800 |
Statements
Robust Covariance Matrix Estimation for High-Dimensional Compositional Data with Application to Sales Data Analysis (English)
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6 March 2024
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cross-validation
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Huber's \(\mathrm{M}\)-estimator
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robustness
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thresholding
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