The minimum weighted covariance determinant estimator for high-dimensional data (Q6161665)
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scientific article; zbMATH DE number 7703094
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The minimum weighted covariance determinant estimator for high-dimensional data |
scientific article; zbMATH DE number 7703094 |
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The minimum weighted covariance determinant estimator for high-dimensional data (English)
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27 June 2023
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high-dimensional data
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regularization
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robust estimation
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implicit weighting
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scatter matrix
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