Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination

DOI10.1007/s11749-015-0455-1zbMath1326.62113OpenAlexW1555863519MaRDI QIDQ497852

Viktoria Öllerer, Christophe Croux

Publication date: 25 September 2015

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-015-0455-1

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Nonparametric estimation (62G05)

Related Items (5)

Scalable change-point and anomaly detection in cross-correlated data with an application to condition monitoring ⋮ Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination ⋮ The minimum regularized covariance determinant estimator ⋮ Outlyingness: which variables contribute most? ⋮ Robust estimation of sparse precision matrix using adaptive weighted graphical lasso approach

Uses Software

• glasso
• huge
• GSE

Cites Work

• Sparse inverse covariance estimation with the graphical lasso
• Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
• Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
• The Gaussian rank correlation estimator: robustness properties
• Robust estimation of precision matrices under cellwise contamination
• Alternatives to the Median Absolute Deviation
• Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data
• The huge Package for High-dimensional Undirected Graph Estimation in R

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