Mean and Covariance Matrix Estimation under Heavy Tails
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Updated
May 24, 2023 - R
Mean and Covariance Matrix Estimation under Heavy Tails
LambertW R package: Lambert W x F distributions and Gaussianization for skewed & heavy-tailed data
Adaptive Location and Scale Estimation with Kernel Weighted Averages - Technical Appendix and Supplemental R Code for Pokojovy et al (2024) CSSC Paper
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