Improved covariance estimation: Optimal robustness and sub-Gaussian guarantees under heavy tails

Roberto I. Oliveira, Zoraida F. Rico

Type: Article

Publication Date: 2024-10-01

Citations: 0

DOI: https://doi.org/10.1214/24-aos2407

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The Annals of Statistics - View
arXiv (Cornell University) - View - PDF

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