Robust Covariance and Scatter Matrix Estimation under Huber's Contamination Model
Robust Covariance and Scatter Matrix Estimation under Huber's Contamination Model
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Author / Creator
Chen, Mengjie , Gao, Chao and Zhao, Ren
Publisher
Ithaca: Cornell University Library, arXiv.org
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English
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Ithaca: Cornell University Library, arXiv.org
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Contents
Covariance matrix estimation is one of the most important problems in statistics. To accommodate the complexity of modern datasets, it is desired to have estimation procedures that not only can incorporate the structural assumptions of covariance matrices, but are also robust to outliers from arbitrary sources. In this paper, we define a new concep...
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Robust Covariance and Scatter Matrix Estimation under Huber's Contamination Model
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TN_cdi_proquest_journals_2076178929
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2076178929
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E-ISSN
2331-8422
