Pages that link to "Item:Q2196239"

The following pages link to Robust covariance estimation under \(L_4\)-\(L_2\) norm equivalence (Q2196239):

Displaying 16 items.

• Approximating \(L_p\) unit balls via random sampling (Q2039571) (← links)
• Nearly optimal robust mean estimation via empirical characteristic function (Q2040110) (← links)
• Robust \(k\)-means clustering for distributions with two moments (Q2054489) (← links)
• New challenges in covariance estimation: multiple structures and coarse quantization (Q2106471) (← links)
• Suboptimality of constrained least squares and improvements via non-linear predictors (Q2108490) (← links)
• Covariance estimation under one-bit quantization (Q2112828) (← links)
• Distribution-free robust linear regression (Q2113267) (← links)
• Robust covariance estimation for distributed principal component analysis (Q2150893) (← links)
• Uniform Hanson-Wright type concentration inequalities for unbounded entries via the entropy method (Q2184581) (← links)
• Finite-sample analysis of \(M\)-estimators using self-concordance (Q2219231) (← links)
• User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
• Mean estimation and regression under heavy-tailed distributions: A survey (Q2329044) (← links)
• (Q4998879) (← links)
• Tyler's and Maronna's M-estimators: non-asymptotic concentration results (Q6097559) (← links)
• Robustifying Markowitz (Q6150519) (← links)
• Dimension-free bounds for sums of independent matrices and simple tensors via the variational principle (Q6186442) (← links)