Pilot estimators for a kind of sparse covariance matrices with incomplete heavy-tailed data
This paper investigates generalized pilot estimators of covariance matrix in the presence of missing data. When the random samples have only bounded fourth moment, two kinds of generalized pilot estimators are provided, the generalized Huber estimator and the generalized truncated mean estimator. In...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2023-07-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.20231092?viewType=HTML |