Robust Covariance Estimation on Elliptical Student-t df=8 (ε=0.0)
0.379CovErr
KendallTau
Updated 5d ago
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
2026.02 | 0.379 | 0.251 | 0.123 | |
2026.02 | 0.393 | 0.244 | 0.137 | |
2026.02 | 0.405 | 0.233 | 0.142 | |
2026.02 | 0.419 | 0.276 | 0.126 | |
2026.02 | 0.445 | 0.282 | 0.204 | |
2026.02 | 0.476 | 0.238 | 0.279 | |
2026.02 | 0.498 | 0.282 | 0.152 |