Robust Modifications of U-statistics and Applications to Covariance Estimation Problems

17 January 2018

Papers citing "Robust Modifications of U-statistics and Applications to Covariance Estimation Problems"

5 / 5 papers shown

Title
Estimation of the covariance structure of heavy-tailed distributions Stanislav Minsker Xiaohan Wei 62 38 0 01 Aug 2017
Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries Stanislav Minsker 61 103 0 23 May 2016
Sub-Gaussian mean estimators Luc Devroye M. Lerasle Gabor Lugosi R. Oliveira 147 187 0 19 Sep 2015
High-dimensional covariance matrix estimation with missing observations Karim Lounici 170 183 0 12 Jan 2012
The Masked Sample Covariance Estimator: An Analysis via Matrix Concentration Inequalities Richard Y. Chen Alex Gittens J. Tropp 120 70 0 08 Sep 2011