Parallel computation of high-dimensional robust correlation and covariance matrices

DOI10.1007/s00453-006-1219-9zbMath1097.68145OpenAlexW1970537895MaRDI QIDQ2502288

James Chilson, Ruben H. Zamar, Raymond T. Ng, A. S. Wagner

Publication date: 12 September 2006

Published in: Algorithmica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00453-006-1219-9

zbMATH Keywords

Maronna methodQuadrant Correlation

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Measures of association (correlation, canonical correlation, etc.) (62H20) Parallel algorithms in computer science (68W10)

Related Items

Parallel statistical computing for statistical inference

Uses Software

• SLEPc
• PLAPACK