Robust covariance matrix estimation for high-dimensional compositional data with application to sales data analysis
Year of publication: |
2023
|
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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 |
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