The Cellwise Minimum Covariance Determinant Estimator

Cites Work

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The minimum regularized covariance determinant estimator
Computing the nearest correlation matrix--a problem from finance
Cellwise robust M regression
The shooting S-estimator for robust regression
Multivariate functional outlier detection
Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
Propagation of outliers in multivariate data
Robust estimation of precision matrices under cellwise contamination
Outlier detection in non-elliptical data by kernel MRCD
Robust and Sparse Estimation of the Inverse Covariance Matrix Using Rank Correlation Measures
Robust principal component analysis?
Stahel-Donoho estimators with cellwise weights
Least Median of Squares Regression
Alternatives to the Median Absolute Deviation
Asymptotic Statistics
Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data
Cellwise robust regularized discriminant analysis
Gaining Outlier Resistance With Progressive Quantiles: Fast Algorithms and Theoretical Studies
Cluster analysis with cellwise trimming and applications for the robust clustering of curves
Robust and sparse Gaussian graphical modelling under cell-wise contamination
Minimum covariance determinant and extensions
MacroPCA: An All-in-One PCA Method Allowing for Missing Values as Well as Cellwise and Rowwise Outliers
Detecting Deviating Data Cells
Fast Robust Correlation for High-Dimensional Data