robustcov

CRANrobustcovMaRDI QIDQ123150FDOQ123150

Collection of Robust Covariance and (Sparse) Precision Matrix Estimators

Yunyi Shen

Last update: 4 August 2021

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.1

Cites work

• High-dimensional robust precision matrix estimation: Cellwise corruption under $\epsilon $-contamination

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