covRobust

swMATH11081CRANcovRobustMaRDI QIDQ23031

Robust Covariance Estimation via Nearest Neighbor Cleaning

Naisyin Wang

Last update: 19 May 2017

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.1-3

Source code repository: https://github.com/cran/covRobust

Cites work

• Nearest-Neighbor Variance Estimation (NNVE)

Related Items (10)

Outliers in official statistics ⋮ Cluster analysis using different correlation coefficients ⋮ Nearest-Neighbor Variance Estimation (NNVE) ⋮ An Introduction to Clustering with R ⋮ A resistant estimator of multivariate location and dispersion ⋮ On the mean and variance of response times under the diffusion model with an application to parameter estimation ⋮ Bayesian regularization for normal mixture estimation and model-based clustering ⋮ Implementation of Estimating Function-Based Inference Procedures With Markov Chain Monte Carlo Samplers ⋮ Unnamed Item ⋮ Outlier identification in model-based cluster analysis

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