Outlier detection via a block diagonal product estimator

DOI10.1007/s11424-022-0298-2zbMath1502.62062OpenAlexW4283163876MaRDI QIDQ2109298

Chikun Li, Baisuo Jin

Publication date: 20 December 2022

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-022-0298-2

zbMATH Keywords

high dimensionblock diagonalminimum covariance determinant estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

Uses Software

• robustbase

Cites Work

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• The minimum regularized covariance determinant estimator
• Central limit theorem and influence function for the MCD estimators at general multivariate distributions
• Small sample corrections for LTS and MCD
• Statistical diagnosis for HIV dynamics based on mean shift outlier model
• Outlier identification in high dimensions
• A minimal characterization of the covariance matrix
• GMDH-based outlier detection model in classification problems
• The multivariate least-trimmed squares estimator
• A test for the mean vector with fewer observations than the dimension
• Outlier detection for high-dimensional data
• Robust Statistics
• Thresholding-based outlier detection for high-dimensional data

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