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scientific article; zbMATH DE number 2058050 - MaRDI portal

scientific article; zbMATH DE number 2058050

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Publication:4456275

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zbMath1034.62028MaRDI QIDQ4456275

Ricardo Antonio Maronna

Publication date: 16 March 2004

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

data mining minimum covariance determinant robust covariances univariate projections Mahalanobis distances Gnanadesikan-Kettenring estimate Stahel-Donoho estimate

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Robust estimation for the covariance matrix of multi-variate time series

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