Fast estimation of the median covariation matrix with application to online robust principal components analysis
Crossref DOI link: https://doi.org/10.1007/s11749-016-0519-x
Published Online: 2016-12-08
Published Print: 2017-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cardot, Hervé http://orcid.org/0000-0002-5537-4494
Godichon-Baggioni, Antoine
License valid from 2016-12-08