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https://deepai.org/publication/robust-kernel-cross-covariance-operators-in-reproducing-kernel-hilbert-space-toward-kernel-methods Robust Kernel (Cross-) Covariance Operators in Reproducing Kernel Hilbert Space toward Kernel... Feb 17, 2016 - 02/17/16 - To the best of our knowledge, there are no general well-founded robust methods for statistical unsupervised learning. Most of the ... cross covariance hilbert space robust kernel operators https://ideas.repec.org/a/cup/jfinqa/v24y1989i03p333-355_01.html Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in... Downloadable! This paper provides a simple method to account for heteroskedasticity and cross-sectional dependence in samples with large cross sections and... covariance matrix cross sectional consistent estimation