Robust Estimation of Structured Covariance Matrix for Heavy-Tailed Elliptical Distributions

17 June 2015

Papers citing "Robust Estimation of Structured Covariance Matrix for Heavy-Tailed Elliptical Distributions"

5 / 5 papers shown

Title
T-Rex: Fitting a Robust Factor Model via Expectation-Maximization Daniel Cederberg 37 0 0 17 May 2025
Tyler's Covariance Matrix Estimator in Elliptical Models with Convex Structure I. Soloveychik A. Wiesel 45 44 0 07 Apr 2014
Group Symmetry and non-Gaussian Covariance Estimation I. Soloveychik A. Wiesel 35 8 0 18 Jun 2013
Group Symmetry and Covariance Regularization P. Shah V. Chandrasekaran 54 27 0 30 Nov 2011
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 89 1,384 0 13 Mar 2008