Fig. 6From: Robust estimation of time-dependent precision matrix with application to the cryptocurrency marketConditional correlations around January 18 2018, using the bandwidth parameter \(h=20\) (first row), \(h=50\) (second row) and \(h=100\) (third row). The parameter \(\gamma\) refers to the robustness parameter: \(\gamma =0\) means no robust approachBack to article page