Robust covariance matrix estimation for high-dimensional compositional data with application to sales data analysis
Danning Li, Arun Srinivasan, Qian Chen, and Lingzhou Xue
| Year of publication: |
2023
|
|---|---|
| Authors: | Li, Danning ; Srinivasan, Arun ; Chen, Qian ; Xue, Lingzhou |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 4, p. 1090-1100
|
| Subject: | Cross-validation | Huber’s M-estimator | Robustness | Thresholding | Schätztheorie | Estimation theory | Korrelation | Correlation | Robustes Verfahren | Robust statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2106990 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448566