Asymptotic covariance estimation by Gaussian random perturbation

DOI10.1016/J.CSDA.2022.107459OpenAlexW4220686366WikidataQ114191848 ScholiaQ114191848MaRDI QIDQ2129607FDOQ2129607

Authors: Jing Zhou, Wei Lan, Hansheng Wang 

Publication date: 22 April 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2022.107459

zbMATH Keywords

covariance matrix estimation\(M\)-estimatorsGaussian random perturbation

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (3)

• Random Surface Covariance Estimation by Shifted Partial Tracing
• Stochastic analysis of covariance when the error distribution is long-tailed symmetric
• Title not available (Why is that?)

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