User-Friendly Covariance Estimation for Heavy-Tailed Distributions: A Survey and Recent Results
User-Friendly Covariance Estimation for Heavy-Tailed Distributions: A Survey and Recent Results
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用户友好的重尾分布协方差估计:调查和最新结果
作者:
Minsker, Stanislav;Ke, Yuan;Ren, Zhao;Sun, Qiang;Zhou, Wen-Xin