The minimum weighted covariance determinant estimator for high-dimensional data

DOI10.1007/s11634-021-00471-6OpenAlexW3202058306WikidataQ114017312 ScholiaQ114017312MaRDI QIDQ6161665

Jan Kalina, Jan Tichavský

Publication date: 27 June 2023

Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11634-021-00471-6

zbMATH Keywords

regularizationhigh-dimensional datarobust estimationscatter matriximplicit weighting

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Consistency factor for the MCD estimator at the Student-\(t\) distribution

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