RegT_Estimator

Introduction

Code for A regularized T-type estimator for high-dimensional data.

This code reproduces the work presented in our paper.

The files include the core code for the estimator.

Repository Structure

This repository includes the following main files and directories, with explanations for each:

.
├── estimator.py	# Contains functions for calculating statistical metrics such as mean, covariance, and likelihood score.
├── deprecate_.py	# Contains some deprecated functions, but they may provide insights for other research.
└── README.md		# Project documentation

References