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
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|---|---|
| Authors: | Li, Danning ; Srinivasan, Arun ; Chen, Qian ; Xue, Lingzhou |
| Subject: | Cross-validation | Huber’s M-estimator | Robustness | Thresholding | Schätztheorie | Estimation theory | Korrelation | Correlation | Robustes Verfahren | Robust statistics |
Online Resource
| 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