This is documentation for an old release of Scikit-learn (version 1.4). Try the latest stable release (version 1.6) or development (unstable) versions.
Covariance estimation¶
Examples concerning the sklearn.covariance
module.
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Robust covariance estimation and Mahalanobis distances relevance
Robust covariance estimation and Mahalanobis distances relevance
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Shrinkage covariance estimation: LedoitWolf vs OAS and max-likelihood
Shrinkage covariance estimation: LedoitWolf vs OAS and max-likelihood