Gaussian and robust Kronecker product covariance estimation: Existence and uniqueness
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DOI: 10.1016/j.jmva.2016.04.001
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Cited by:
- Gregory Cox, 2018. "Almost Sure Uniqueness of a Global Minimum Without Convexity," Papers 1803.02415, arXiv.org, revised Feb 2019.
- Kim, Seungkyu & Park, Seongoh & Lim, Johan & Lee, Sang Han, 2023. "Robust tests for scatter separability beyond Gaussianity," Computational Statistics & Data Analysis, Elsevier, vol. 179(C).
- Filipiak, Katarzyna & Klein, Daniel & Mokrzycka, Monika, 2024. "Discrepancy between structured matrices in the power analysis of a separability test," Computational Statistics & Data Analysis, Elsevier, vol. 192(C).
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Keywords
Constrained covariance estimation; Robust estimation; High-dimensional estimation; Kronecker product structure;All these keywords.
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