User-Friendly Covariance Estimation for Heavy-Tailed Distributions
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Publication:135020
DOI10.1214/19-sts711MaRDI QIDQ135020
Qiang Sun, Yuan Ke, Wen-Xin Zhou, Stanislav Minsker, Zhao Ren
Publication date: 1 August 2019
Published in: Statistical Science (Search for Journal in Brave)
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