Parallel computation of high-dimensional robust correlation and covariance matrices

DOI10.1007/S00453-006-1219-9MaRDI QIDQ2502288zbMATH OpenOpenAlexFDO

Authors James Chilson, Ruben H. Zamar, Raymond T. Ng, A. S. Wagner

Publication date 12 September 2006

Published in Algorithmica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00453-006-1219-9

zbMATH Keywords

Maronna methodQuadrant Correlation

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Measures of association (correlation, canonical correlation, etc.) (62H20) Parallel algorithms in computer science (68W10)

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Cited in

(2)

• Computing the correlation dimension on a network of workstations
• Parallel statistical computing for statistical inference

Describes a project that uses

Uses Software

• PLAPACK
• SLEPc

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