The minimum regularized covariance determinant estimator (Q92466): Difference between revisions

@@ Property / cites work @@
+Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
+Normal rank
@@ Property / cites work @@
+The multivariate least-trimmed squares estimator
@@ Property / cites work: The multivariate least-trimmed squares estimator / rank @@
+Normal rank
@@ Property / cites work @@
+Exploring multivariate data with the forward search.
+Normal rank
@@ Property / cites work @@
+An Inverse Matrix Adjustment Arising in Discriminant Analysis
+Normal rank
@@ Property / cites work @@
+Jump robust daily covariance estimation by disentangling variance and correlation components
+Normal rank
@@ Property / cites work @@
+Asymptotics for the minimum covariance determinant estimator
+Normal rank
@@ Property / cites work @@
+Central limit theorem and influence function for the MCD estimators at general multivariate distributions
+Normal rank
@@ Property / cites work @@
+Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
+Normal rank
@@ Property / cites work @@
+Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
+Normal rank
@@ Property / cites work @@
+Sparse inverse covariance estimation with the graphical lasso
+Normal rank
@@ Property / cites work @@
+A minimal characterization of the covariance matrix
+Normal rank
@@ Property / cites work @@
+Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator
+Normal rank
@@ Property / cites work @@
+Fast and robust discriminant analysis
@@ Property / cites work: Fast and robust discriminant analysis / rank @@
+Normal rank
@@ Property / cites work @@
+High-breakdown robust multivariate methods
@@ Property / cites work: High-breakdown robust multivariate methods / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Linear Model Selection Based on Least Angle Regression
+Normal rank
@@ Property / cites work @@
+A well-conditioned estimator for large-dimensional covariance matrices
+Normal rank
@@ Property / cites work @@
+Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
+Normal rank
@@ Property / cites work @@
+Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination''
+Normal rank
@@ Property / cites work @@
+Robust factor analysis.
@@ Property / cites work: Robust factor analysis. / rank @@
+Normal rank
@@ Property / cites work @@
+Least Median of Squares Regression
@@ Property / cites work: Least Median of Squares Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q3749928
@@ Property / cites work: Q3749928 / rank @@
+Normal rank
@@ Property / cites work @@
+Alternatives to the Median Absolute Deviation
@@ Property / cites work: Alternatives to the Median Absolute Deviation / rank @@
+Normal rank
@@ Property / cites work @@
+Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions
+Normal rank
@@ Property / cites work @@
+Adjustment of an Inverse Matrix Corresponding to a Change in One Element of a Given Matrix
+Normal rank
@@ Property / cites work @@
+Condition-Number-Regularized Covariance Estimation
+Normal rank
@@ Property / cites work @@
+The huge Package for High-dimensional Undirected Graph Estimation in R
+Normal rank