Robust covariance and scatter matrix estimation under Huber's contamination model
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Publication:1800790
DOI10.1214/17-AOS1607zbMath1408.62104arXiv1506.00691OpenAlexW2963616494MaRDI QIDQ1800790
Chao Gao, Mengjie Chen, Zhao Ren
Publication date: 24 October 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.00691
Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20)
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