Pages that link to "Item:Q92466"

The following pages link to The minimum regularized covariance determinant estimator (Q92466):

Displaying 29 items.

• rrcov (Q25938) (← links)
• The complexity of computing the MCD-estimator (Q703560) (← links)
• RelaxMCD: smooth optimisation for the minimum covariance determinant estimator (Q962329) (← links)
• Asymptotics for the minimum covariance determinant estimator (Q1314461) (← links)
• A two-stage Bayesian semiparametric model for novelty detection with robust prior information (Q2058768) (← links)
• Outlier detection in non-elliptical data by kernel MRCD (Q2058886) (← links)
• Outlier detection via a block diagonal product estimator (Q2109298) (← links)
• Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions (Q2176342) (← links)
• The power of monitoring: how to make the most of a contaminated multivariate sample (Q2324275) (← links)
• Outlyingness: which variables contribute most? (Q2329793) (← links)
• Computing the minimum covariance determinant estimator (MCD) by simulated annealing (Q2563626) (← links)
• Regularized <formula formulatype="inline"><tex Notation="TeX">$M$</tex> </formula>-Estimators of Scatter Matrix (Q4579590) (← links)
• Small - sample correction factor of the minimum covariance determinant estimator (Q4787649) (← links)
• Mahalanobis distance based on minimum regularized covariance determinant estimators for high dimensional data (Q5078073) (← links)
• Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method (Q5861495) (← links)
• The minimum weighted covariance determinant estimator revisited (Q5867429) (← links)
• Multidimensional outlier detection and robust estimation using <i>S_n</i> covariance (Q5867434) (← links)
• Consistency factor for the MCD estimator at the Student-\(t\) distribution (Q6089185) (← links)
• Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices (Q6107610) (← links)
• A robust Hotelling test statistic for one sample case in high dimensional data (Q6114242) (← links)
• The minimum weighted covariance determinant estimator for high-dimensional data (Q6161665) (← links)
• Principal component analysis and optimal portfolio (Q6187960) (← links)
• The minimum covariance determinant estimator for interval-valued data (Q6494424) (← links)
• Highly robust training of regularized radial basis function networks. (Q6584495) (← links)
• Outlier detection via a minimum ridge covariance determinant estimator (Q6621343) (← links)
• Fast Robust Location and Scatter Estimation: A Depth-based Method (Q6631174) (← links)
• Minimum Regularized Covariance Trace Estimator and Outlier Detection for Functional Data (Q6637483) (← links)
• The Cellwise Minimum Covariance Determinant Estimator (Q6651364) (← links)
• Variational inference for semiparametric Bayesian novelty detection in large datasets (Q6653084) (← links)