Robust Covariance Matrix Estimation using Random Matrix Theory

Samruddhi Deshmukh, Amartansh Dubey, Ross D. Murch. Robust Covariance Matrix Estimation using Random Matrix Theory. In Proceedings of the 6th Joint International Conference on Data Science & Management of Data (10th ACM IKDD CODS and 28th COMAD), Mumbai, India, January 4-7, 2023. pages 134, ACM, 2023. [doi]

Abstract

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