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

DOI10.1007/S11749-015-0454-2zbMath1326.62116OpenAlexW1494784945MaRDI QIDQ5965752

Wannes Van den Bossche, Peter J. Rousseeuw

Publication date: 25 September 2015

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-015-0454-2

Mathematics Subject Classification ID

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

Related Items (1)

Multivariate location and scatter matrix estimation under cellwise and casewise contamination

Uses Software

• glasso

Cites Work

• Sparse inverse covariance estimation with the graphical lasso
• Robust and Sparse Estimation of the Inverse Covariance Matrix Using Rank Correlation Measures

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