Minimum covariance determinant and extensions
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Publication:6602189
DOI10.1002/wics.1421zbMATH Open1544.62065MaRDI QIDQ6602189
Michiel Debruyne, Mia Hubert, Peter Rousseeuw
Publication date: 11 September 2024
Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)
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Related Items (7)
The Cellwise Minimum Covariance Determinant Estimator ⋮ On extreme quantile region estimation under heavy-tailed elliptical distributions ⋮ A robust test statistic for independence in high dimensional data ⋮ Adaptive subsample estimation for multivariate normal distributions ⋮ Fast Robust Location and Scatter Estimation: A Depth-based Method ⋮ Robust discriminant analysis ⋮ Variational inference for semiparametric Bayesian novelty detection in large datasets
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