Robust estimation of the covariance function for sparsely observed data
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Cites work
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- Efficient Estimation of the Nonparametric Mean and Covariance Functions for Longitudinal and Sparse Functional Data
- Fast covariance estimation for high-dimensional functional data
- Fast covariance estimation for multivariate sparse functional data
- Fast covariance estimation for sparse functional data
- Functional Data Analysis for Sparse Longitudinal Data
- Low-Rank Covariance Function Estimation for Multidimensional Functional Data
- Minimum Regularized Covariance Trace Estimator and Outlier Detection for Functional Data
- Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values
- Robust Shrinkage Estimation of High-Dimensional Covariance Matrices
- Robust covariance and scatter matrix estimation under Huber's contamination model
- Robust m-estimators of multivariate location and scatter
- Robust optimal estimation of location from discretely sampled functional data
- Robust statistics. Theory and methods (with R)
- Some results on Tchebycheffian spline functions and stochastic processes
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