Robust estimation of precision matrices under cellwise contamination
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Publication:1660231
DOI10.1016/j.csda.2015.02.005zbMath1468.62192arXiv1501.01950OpenAlexW2028080004MaRDI QIDQ1660231
Garth Tarr, Neville C. Weber, Samuel Müller
Publication date: 15 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.01950
Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (11)
2nd special issue on robust analysis of complex data ⋮ Editorial: Special issue on advances in data mining and robust statistics ⋮ Precision matrix estimation under data contamination with an application to minimum variance portfolio selection ⋮ Minimum cost‐compression risk in principal component analysis ⋮ Robust Multivariate Lasso Regression with Covariance Estimation ⋮ Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination ⋮ High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination ⋮ The difference of symmetric quantiles under long range dependence ⋮ Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators ⋮ Penalized robust estimators in sparse logistic regression ⋮ Robust estimation of sparse precision matrix using adaptive weighted graphical lasso approach
Uses Software
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