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...

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Bibliographic Details
Published in:	AIMS Mathematics
Main Authors:	Huimin Li, Jinru Wang
Format:	Article
Language:	English
Published:	AIMS Press 2023-07-01
Subjects:	sparse covariance matrix incomplete data generalized pilot estimator convergence rate
Online Access:	https://www.aimspress.com/article/doi/10.3934/math.20231092?viewType=HTML

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