Covariance estimation¶
Examples concerning the sklearn.covariance
module.
![](../../_images/sphx_glr_plot_mahalanobis_distances_thumb.png)
Robust covariance estimation and Mahalanobis distances relevance
Robust covariance estimation and Mahalanobis distances relevance
![](../../_images/sphx_glr_plot_covariance_estimation_thumb.png)
Shrinkage covariance estimation: LedoitWolf vs OAS and max-likelihood
Shrinkage covariance estimation: LedoitWolf vs OAS and max-likelihood