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"Regularized robust estimation of mean and covariance matrix under heavy ..."

Ying Sun, Prabhu Babu, Daniel Pérez Palomar (2014)

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DOI: 10.1109/SAM.2014.6882356

access: closed

type: Conference or Workshop Paper

metadata version: 2017-07-17

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Ying Sun, Prabhu Babu, Daniel Pérez Palomar:
Regularized robust estimation of mean and covariance matrix under heavy tails and outliers. SAM 2014: 125-128

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