ssMRCD (Q159475)
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Robust Estimators for Multi-Group and Spatial Data
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | ssMRCD |
Robust Estimators for Multi-Group and Spatial Data |
Statements
Peter Filzmoser
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16 September 2025
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Estimation of robust estimators for multi-group and spatial data including the casewise robust Spatially Smoothed Minimum Regularized Determinant (ssMRCD) estimator and its usage for local outlier detection as described in Puchhammer and Filzmoser (2023) <doi:10.1080/10618600.2023.2277875> as well as for sparse robust PCA for multi-source data described in Puchhammer, Wilms and Filzmoser (2024) <doi:10.48550/arXiv.2407.16299>. Moreover, a cellwise robust multi-group Gaussian mixture model (MG-GMM) is implemented as described in Puchhammer, Wilms and Filzmoser (2024) <doi:10.48550/arXiv.2504.02547>. Included are also complementary visualization and parameter tuning tools.
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