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  "Title": "Mean and Covariance Matrix Estimation under Heavy Tails",
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  "Date": "2023-5-1",
  "Description": "Robust estimation methods for the mean vector, scatter\nmatrix, and covariance matrix (if it exists) from data\n(possibly containing NAs) under multivariate heavy-tailed\ndistributions such as angular Gaussian (via Tyler's method),\nCauchy, and Student's t distributions. Additionally, a factor\nmodel structure can be specified for the covariance matrix. The\nlatest revision also includes the multivariate skewed t\ndistribution. The package is based on the papers: Sun, Babu,\nand Palomar (2014); Sun, Babu, and Palomar (2015); Liu and\nRubin (1995); Zhou, Liu, Kumar, and Palomar (2019); Pascal,\nOllila, and Palomar (2021).",
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  "Maintainer": "Daniel P. Palomar <daniel.p.palomar@gmail.com>",
  "URL": "https://CRAN.R-project.org/package=fitHeavyTail,\nhttps://github.com/convexfi/fitHeavyTail,\nhttps://www.danielppalomar.com, https://doi.org/10.1\n109/TSP.2014.2348944, https://doi.org/10.1109/TSP.2015.2417513,\nhttps://doi.org/10.23919/EUSIPCO54536.2021.9616162",
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  "Repository": "https://convexfi.r-universe.dev",
  "Date/Publication": "2023-05-24 08:06:22 UTC",
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  "Author": "Daniel P. Palomar [cre, aut],\nRui Zhou [aut],\nXiwen Wang [aut],\nFrédéric Pascal [ctb],\nEsa Ollila [ctb]",
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