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"

10 / 10 papers shown

Title
T-Rex: Fitting a Robust Factor Model via Expectation-Maximization Daniel Cederberg 79 0 0 17 May 2025
Learning minimal volume uncertainty ellipsoids Itai Alon David Arnon A. Wiesel 88 1 0 03 May 2024
Robust covariance estimation and explainable outlier detection for matrix-valued data Marcus Mayrhofer Una Radojivcić Peter Filzmoser 49 0 0 06 Mar 2024
Riemannian optimization for non-centered mixture of scaled Gaussian distributions Antoine Collas A. Breloy Chengfang Ren G. Ginolhac J. Ovarlez 56 6 0 07 Sep 2022
Algorithms for Learning Graphs in Financial Markets José Vinícius de Miranda Cardoso Jiaxi Ying Daniel P. Palomar CML AIFin 122 17 0 31 Dec 2020
Elliptical Perturbations for Differential Privacy M. Reimherr Jordan Awan 57 12 0 23 May 2019
Parallel and Distributed Successive Convex Approximation Methods for Big-Data Optimization G. Scutari Ying Sun 103 64 0 17 May 2018
Interpolation and Extrapolation of Toeplitz Matrices via Optimal Mass Transport Filip Elvander A. Jakobsson Johan Karlsson 29 22 0 10 Nov 2017
Robust Sparse Covariance Estimation by Thresholding Tyler's M-Estimator John Goes Gilad Lerman B. Nadler 53 23 0 25 Jun 2017
Robust Burg Estimation of Radar Scatter Matrix for Autoregressive structured SIRV based on Fréchet medians Alexis Decurninge F. Barbaresco 13 26 0 12 Jan 2016