Structured robust covariance estimation

Structured Robust Covariance Estimation considers the estimation of covariance matrices in non-standard conditions including heavy-tailed distributions and outlier contamination.

Detalles Bibliográficos
Autores principales: Wiesel, Ami, Zhang, Teng
Lenguaje:eng
Publicado: Now Publishers 2015
Materias:
XX
Acceso en línea:http://cds.cern.ch/record/2762197
Descripción
Sumario:Structured Robust Covariance Estimation considers the estimation of covariance matrices in non-standard conditions including heavy-tailed distributions and outlier contamination.

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