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

Fuente: arXiv

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Bibliographic Details
Main Authors:	Oliveira, Roberto I., Rico, Zoraida F.
Format:	Preprint
Published:	2022
Subjects:	Statistics Theory Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2209.13485