The minimum regularized covariance determinant estimator (Q92466)

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The minimum regularized covariance determinant estimator
scientific article

    Statements

    30
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    113-128
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    2 April 2019
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    26 February 2020
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    The minimum regularized covariance determinant estimator (English)
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    breakdown value
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    high-dimensional data
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    regularization
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    robust covariance estimation
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    criminology
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