.. _sphx_glr_auto_examples_covariance-estimation:

Covariance estimation
---------------------

Examples for covariance matrix estimation.



.. raw:: html

    <div class="sphx-glr-thumbnails">

.. thumbnail-parent-div-open

.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Comparison of robustness of different covariance estimators on a corrupted low-dimensional dataset. See also [1]_.">

.. only:: html

  .. image:: /auto_examples/covariance-estimation/images/thumb/sphx_glr_plot_covariance_estimation_robust_thumb.png
    :alt:

  :doc:`/auto_examples/covariance-estimation/plot_covariance_estimation_robust`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Robust covariance estimation</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Comparison of covariance estimators for different EEG signal lengths and their impact on classification [1]_. Kernel estimators are also compared [2]_.">

.. only:: html

  .. image:: /auto_examples/covariance-estimation/images/thumb/sphx_glr_plot_covariance_estimation_thumb.png
    :alt:

  :doc:`/auto_examples/covariance-estimation/plot_covariance_estimation`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Compare covariance and kernel estimators</div>
    </div>


.. thumbnail-parent-div-close

.. raw:: html

    </div>


.. toctree::
   :hidden:

   /auto_examples/covariance-estimation/plot_covariance_estimation_robust
   /auto_examples/covariance-estimation/plot_covariance_estimation