Mean and Covariance Matrix Estimation under Heavy Tails
outliers tyler covariance-matrix cauchy covariance-estimation robust-estimation student-t heavy-tailed-distributions
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student-t
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Python (pip) package for fitting mixtures of Student's t-distributions using either maximum likelihood (EM) or Bayesian methodology (variational mean-field)
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- Python
A python implementation of the skewed student-t distribution
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- Python
Record a sample and compute its statistical significance.
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- JavaScript
Code for reproducing the results in arXiv:2109.01726
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An R package for time series modelling with mixture autoregressive and related models.
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Simple pyhton package for caluclating random uncertanity of a set of repeted measurments.
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- Python
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